+21.6%
AR vs WWD
+41.0%
-19.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | 0.0% |
| 7D | -1.2% | +0.6% | -1.8% | -1.1% |
| 30D | +5.5% | -5.1% | +10.6% | +4.5% |
| 3M | +12.9% | -11.2% | +24.1% | +10.7% |
| 6M | +0.1% | -12.0% | +12.1% | -0.9% |
| YTD | +13.5% | +12.0% | +1.5% | +12.9% |
| 1Y | +21.6% | +42.8% | -21.2% | +15.2% |
| All | +21.6% | +41.0% | -19.5% | +15.2% |
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 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