+2,825.4%
ALB vs WWD
+15,408.5%
-12,583.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.9% |
| 7D | -8.1% | +1.3% | -9.4% | -8.6% |
| 30D | +6.3% | -7.2% | +13.4% | +9.0% |
| 3M | -23.6% | -3.8% | -19.7% | -23.1% |
| 6M | -24.6% | -9.9% | -14.7% | -22.8% |
| YTD | -10.3% | +14.8% | -25.1% | -16.4% |
| 1Y | +61.5% | +42.1% | +19.4% | +38.7% |
| 3Y | -34.0% | +170.8% | -204.8% | -56.0% |
| 5Y | -44.6% | +197.5% | -242.1% | -64.7% |
| 10Y | +76.1% | +477.8% | -401.7% | -14.5% |
| All | +2,825.4% | +15,408.5% | -12,583.1% | +710.3% |
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