-14.9%
A vs WWD
+192.1%
-207.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.1% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | +0.6% | -6.4% | +7.0% | +2.5% |
| 3M | +10.9% | -5.6% | +16.5% | +11.9% |
| 6M | +28.2% | -9.1% | +37.3% | +30.2% |
| YTD | +8.6% | +12.5% | -3.9% | +2.2% |
| 1Y | +15.5% | +41.3% | -25.8% | 0.0% |
| 3Y | +31.8% | +170.2% | -138.4% | -12.4% |
| 5Y | -14.9% | +192.5% | -207.4% | -49.8% |
| All | -14.9% | +192.1% | -207.0% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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