+568.3%
A vs WWD
+9,797.3%
-9,229.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +0.5% |
| 7D | -0.1% | +4.2% | -4.2% | -1.6% |
| 30D | +3.4% | -2.1% | +5.5% | +3.9% |
| 3M | +23.8% | -13.2% | +37.0% | +29.5% |
| 6M | +49.0% | -16.9% | +65.9% | +56.9% |
| YTD | +29.4% | +5.2% | +24.2% | +23.9% |
| 1Y | +19.4% | +20.6% | -1.2% | +8.4% |
| 3Y | +66.2% | +146.3% | -80.1% | +14.0% |
| 5Y | +15.8% | +171.3% | -155.5% | -24.9% |
| 10Y | +326.1% | +471.3% | -145.2% | +89.5% |
| All | +568.3% | +9,797.3% | -9,229.0% | +33.5% |
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