-17.9%
COMP vs WY
-34.0%
+16.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.0% | +13.7% | +14.1% |
| 7D | +13.4% | +3.1% | +10.3% | +9.1% |
| 30D | +11.1% | +13.0% | -1.9% | -4.0% |
| 3M | -18.8% | -16.8% | -2.0% | -0.7% |
| 6M | +10.5% | -11.2% | +21.7% | +22.8% |
| YTD | -3.4% | -9.1% | +5.7% | +3.3% |
| 1Y | +19.7% | -4.8% | +24.4% | +19.4% |
| 3Y | +381.6% | -25.3% | +406.9% | +528.1% |
| All | -17.9% | -34.0% | +16.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling