+29.0%
ALL vs WWD
+40.3%
-11.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.3% | -2.4% |
| 7D | -1.7% | +0.8% | -2.5% | -1.7% |
| 30D | -4.7% | -6.4% | +1.7% | -4.8% |
| 3M | +18.4% | -5.6% | +24.0% | +17.8% |
| 6M | +20.5% | -9.1% | +29.6% | +20.2% |
| YTD | +23.5% | +12.5% | +11.0% | +21.6% |
| 1Y | +29.0% | +41.3% | -12.3% | +22.9% |
| All | +29.0% | +40.3% | -11.3% | +22.9% |
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