+259.3%
AA vs WWD
+15,408.5%
-15,149.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | -0.7% | +1.3% | -2.0% | -1.3% |
| 30D | +5.0% | -7.2% | +12.2% | +8.5% |
| 3M | -35.8% | -3.8% | -32.0% | -35.4% |
| 6M | -18.4% | -9.9% | -8.5% | -16.1% |
| YTD | -5.5% | +14.8% | -20.3% | -13.4% |
| 1Y | +61.0% | +42.1% | +18.9% | +33.1% |
| 3Y | +66.2% | +170.8% | -104.6% | +0.6% |
| 5Y | +11.4% | +197.5% | -186.1% | -35.7% |
| 10Y | +116.9% | +477.8% | -360.9% | -4.5% |
| All | +259.3% | +15,408.5% | -15,149.2% | -4.3% |
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