+12.8%
AR vs WWD
+21.4%
-8.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | -0.1% |
| 7D | +7.4% | +4.0% | +3.4% | +8.4% |
| 30D | +5.8% | +0.4% | +5.4% | +6.2% |
| 3M | +5.2% | -7.9% | +13.1% | +3.5% |
| 6M | +5.4% | -10.6% | +16.1% | +3.7% |
| YTD | +12.4% | +9.4% | +3.0% | +15.1% |
| 1Y | +12.8% | +25.7% | -12.9% | +18.6% |
| All | +12.8% | +21.4% | -8.6% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling