+147.2%
AR vs WWD
+198.3%
-51.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +2.5% | +1.3% | +1.2% | +2.1% |
| 30D | +14.8% | -7.2% | +22.0% | +17.1% |
| 3M | +6.2% | -3.8% | +10.1% | +5.9% |
| 6M | +4.3% | -9.9% | +14.2% | +4.8% |
| YTD | +14.4% | +14.8% | -0.5% | +2.7% |
| 1Y | +21.3% | +42.1% | -20.7% | -2.7% |
| 3Y | +39.8% | +170.8% | -131.0% | -21.6% |
| All | +147.2% | +198.3% | -51.0% | +21.7% |
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