+122.2%
ALL vs WWD
+198.3%
-76.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -1.5% | -7.2% | +5.7% | -0.4% |
| 3M | +23.6% | -3.8% | +27.5% | +23.6% |
| 6M | +22.3% | -9.9% | +32.2% | +23.4% |
| YTD | +26.5% | +14.8% | +11.7% | +20.6% |
| 1Y | +27.0% | +42.1% | -15.1% | +14.8% |
| 3Y | +149.6% | +170.8% | -21.2% | +85.1% |
| All | +122.2% | +198.3% | -76.0% | +50.4% |
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 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