+68.8%
ALB vs WWD
+40.3%
+28.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.5% |
| 7D | -7.6% | -2.9% | -4.7% | -6.7% |
| 30D | -5.6% | -6.6% | +1.0% | -3.5% |
| 3M | -16.8% | -9.3% | -7.5% | -14.9% |
| 6M | -26.3% | -13.6% | -12.7% | -23.9% |
| YTD | -13.2% | +10.4% | -23.6% | -20.5% |
| 1Y | +68.8% | +39.9% | +28.9% | +32.2% |
| All | +68.8% | +40.3% | +28.5% | +32.2% |
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