+29.9%
ALL vs WWD
+23.9%
+6.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.6% |
| 7D | 0.0% | +8.2% | -8.2% | +0.5% |
| 30D | +12.8% | -0.2% | +13.0% | +12.9% |
| 3M | +4.7% | -8.4% | +13.1% | +4.4% |
| 6M | +24.9% | -9.5% | +34.5% | +24.3% |
| YTD | +30.0% | +10.1% | +19.9% | +28.9% |
| 1Y | +29.9% | +21.6% | +8.4% | +28.7% |
| All | +29.9% | +23.9% | +6.0% | +28.7% |
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