-44.8%
COMP vs WY
-20.1%
-24.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | +1.4% | -1.7% | +3.1% | +3.2% |
| 30D | -13.3% | -10.1% | -3.2% | -2.8% |
| 3M | +41.1% | -5.1% | +46.3% | +47.5% |
| 6M | +17.2% | -4.8% | +22.0% | +22.4% |
| YTD | +5.2% | -0.2% | +5.4% | +2.8% |
| 1Y | +18.9% | -6.6% | +25.5% | +23.6% |
| 3Y | +215.9% | -22.7% | +238.6% | +306.1% |
| 5Y | -31.2% | -22.2% | -9.0% | -2.8% |
| All | -44.8% | -20.1% | -24.7% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling