+4,579.8%
ALL vs WWD
+15,408.5%
-10,828.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | -1.5% | -7.2% | +5.7% | +0.3% |
| 3M | +23.6% | -3.8% | +27.5% | +23.9% |
| 6M | +22.3% | -9.9% | +32.2% | +23.9% |
| YTD | +26.5% | +14.8% | +11.7% | +19.5% |
| 1Y | +27.0% | +42.1% | -15.1% | +12.7% |
| 3Y | +149.6% | +170.8% | -21.2% | +81.8% |
| 5Y | +118.1% | +197.5% | -79.4% | +51.9% |
| 10Y | +369.0% | +477.8% | -108.8% | +159.1% |
| All | +4,579.8% | +15,408.5% | -10,828.7% | +1,443.2% |
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