+61.5%
ALB vs WWD
+41.9%
+19.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.8% |
| 7D | -8.1% | +1.3% | -9.4% | -8.5% |
| 30D | +6.3% | -7.2% | +13.4% | +8.9% |
| 3M | -23.6% | -3.8% | -19.7% | -23.4% |
| 6M | -24.6% | -9.9% | -14.7% | -23.2% |
| YTD | -10.3% | +14.8% | -25.1% | -19.6% |
| 1Y | +61.5% | +42.1% | +19.4% | +20.5% |
| All | +61.5% | +41.9% | +19.6% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling