+476.0%
A vs WWD
+10,699.0%
-10,223.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -1.9% | +1.3% | -3.2% | -2.4% |
| 30D | +6.9% | -7.2% | +14.1% | +9.5% |
| 3M | +9.2% | -3.8% | +13.1% | +9.8% |
| 6M | +25.7% | -9.9% | +35.6% | +28.6% |
| YTD | +11.5% | +14.8% | -3.3% | +3.9% |
| 1Y | +18.4% | +42.1% | -23.7% | +1.6% |
| 3Y | +26.6% | +170.8% | -144.2% | -15.8% |
| 5Y | -12.8% | +197.5% | -210.3% | -45.2% |
| 10Y | +247.2% | +477.8% | -230.6% | +54.6% |
| All | +476.0% | +10,699.0% | -10,223.0% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling