+2,207.0%
ALB vs WWD
+14,113.5%
-11,906.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | -0.4% |
| 7D | +9.1% | +4.2% | +4.9% | +7.0% |
| 30D | -3.4% | -2.1% | -1.3% | -3.2% |
| 3M | -20.6% | -13.2% | -7.4% | -17.0% |
| 6M | -48.2% | -16.9% | -31.3% | -45.3% |
| YTD | -29.2% | +5.2% | -34.5% | -32.3% |
| 1Y | +10.0% | +20.6% | -10.6% | -0.2% |
| 3Y | -12.9% | +146.3% | -159.2% | -40.3% |
| 5Y | -61.3% | +171.3% | -232.6% | -74.6% |
| 10Y | +35.8% | +471.3% | -435.5% | -34.0% |
| All | +2,207.0% | +14,113.5% | -11,906.6% | +556.4% |
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