+97.6%
AGG vs WWD
+5,421.0%
-5,323.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -0.2% | -5.1% | +4.9% | -0.3% |
| 3M | -0.7% | -11.2% | +10.5% | -0.8% |
| 6M | -1.8% | -12.0% | +10.3% | -1.8% |
| YTD | -0.6% | +12.0% | -12.6% | -0.4% |
| 1Y | +0.4% | +42.8% | -42.4% | +0.8% |
| 3Y | +13.2% | +168.9% | -155.8% | +14.4% |
| 5Y | -2.0% | +192.2% | -194.2% | -0.7% |
| 10Y | +15.1% | +495.3% | -480.2% | +18.4% |
| All | +97.6% | +5,421.0% | -5,323.4% | +112.6% |
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