+4,708.7%
ALL vs WWD
+13,645.4%
-8,936.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.1% | +0.7% |
| 7D | +4.2% | -2.6% | +6.8% | +4.8% |
| 30D | +18.9% | -7.7% | +26.7% | +21.0% |
| 3M | +1.2% | -17.7% | +18.9% | +5.9% |
| 6M | +23.2% | -15.9% | +39.1% | +27.2% |
| YTD | +30.0% | +1.8% | +28.2% | +26.2% |
| 1Y | +39.6% | +17.4% | +22.2% | +29.9% |
| 3Y | +115.2% | +137.1% | -21.9% | +61.7% |
| 5Y | +156.2% | +162.4% | -6.2% | +83.9% |
| 10Y | +398.0% | +452.5% | -54.5% | +177.5% |
| All | +4,708.7% | +13,645.4% | -8,936.7% | +1,529.5% |
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