+45.8%
AMZN vs WWD
+192.1%
-146.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | -6.4% | -6.4% | 0.0% | -4.3% |
| 3M | +4.8% | -5.6% | +10.4% | +5.6% |
| 6M | +20.5% | -9.1% | +29.6% | +22.3% |
| YTD | +11.3% | +12.5% | -1.2% | +2.5% |
| 1Y | +9.0% | +41.3% | -32.4% | -10.2% |
| 3Y | +85.9% | +170.2% | -84.3% | +7.5% |
| 5Y | +45.8% | +192.5% | -146.7% | -23.7% |
| All | +45.8% | +192.1% | -146.3% | -23.7% |
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 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