-30.6%
AR vs WWD
+741.2%
-771.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -2.3% |
| 7D | -14.3% | +4.2% | -18.4% | -16.0% |
| 30D | +1.4% | -2.1% | +3.6% | +1.7% |
| 3M | +3.4% | -13.2% | +16.6% | +9.0% |
| 6M | -2.1% | -16.9% | +14.8% | +3.3% |
| YTD | +4.7% | +5.2% | -0.5% | -5.0% |
| 1Y | +10.6% | +20.6% | -10.0% | -7.7% |
| 3Y | +24.6% | +146.3% | -121.7% | -31.3% |
| 5Y | +71.9% | +171.3% | -99.4% | -12.5% |
| 10Y | +46.4% | +471.3% | -424.9% | -50.1% |
| All | -30.6% | +741.2% | -771.8% | -78.2% |
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