The balance of selection acting through different fitness components (e.g. fecundity, mating success, survival) determines the potential tempo and trajectory of adaptive evolution. Yet the extent to which the temporal dynamics of phenotypic selection may vary among fitness components is poorly understood. Here, we compiled a database of 3978 linear selection coefficients from temporally replicated studies of selection in wild populations to address this question. Across studies, we find that multi-year selection through mating success and fecundity is stronger than selection through survival, but varies less in direction. We also report that selection through mating success varies more in long-term average strength than selection through either survival or fecundity. The consistency in direction and stronger long-term average strength of selection through mating success and fecundity suggests that selection through these fitness components should cause more persistent directional evolution relative to selection through survival. Similar patterns were apparent for the subset of studies that evaluated the temporal dynamics of selection on traits simultaneously using several different fitness components, but few such studies exist. Taken together, these results reveal key differences in the temporal dynamics of selection acting through different fitness components, but they also reveal important limitations in our understanding of how selection drives adaptive evolution.