+19.1%
AA vs WWD
+192.1%
-173.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.7% |
| 7D | +1.7% | +0.8% | +0.9% | +1.1% |
| 30D | +3.3% | -6.4% | +9.8% | +7.1% |
| 3M | -29.4% | -5.6% | -23.8% | -28.4% |
| 6M | -12.8% | -9.1% | -3.7% | -10.8% |
| YTD | -2.1% | +12.5% | -14.6% | -13.3% |
| 1Y | +62.8% | +41.3% | +21.4% | +23.4% |
| 3Y | +90.5% | +170.2% | -79.8% | -10.6% |
| 5Y | +19.1% | +192.5% | -173.4% | -49.1% |
| All | +19.1% | +192.1% | -173.0% | -49.1% |
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