+145.0%
ALL vs WWD
+170.1%
-25.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.4% | -7.9% | -5.0% |
| 7D | -1.9% | +4.2% | -6.1% | -2.6% |
| 30D | +13.8% | -2.1% | +15.9% | +13.9% |
| 3M | -7.0% | -13.2% | +6.2% | -5.2% |
| 6M | +18.0% | -16.9% | +34.9% | +20.6% |
| YTD | +24.2% | +5.2% | +19.0% | +19.8% |
| 1Y | +31.2% | +20.6% | +10.6% | +22.3% |
| 3Y | +107.5% | +146.3% | -38.8% | +56.1% |
| All | +145.0% | +170.1% | -25.1% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling