-67.5%
AAOX vs WWD
-5.6%
-61.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -5.8% |
| 7D | +8.3% | +0.6% | +7.7% | +7.3% |
| 30D | -41.8% | -5.1% | -36.7% | -37.9% |
| 3M | -73.3% | -11.2% | -62.0% | -69.0% |
| All | -67.5% | -5.6% | -61.9% | -60.8% |
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 · Available span rolling