+7.7%
AS vs WWD
+25.3%
-17.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +1.7% |
| 7D | +5.8% | +4.2% | +1.7% | +4.4% |
| 30D | +15.4% | -0.8% | +16.1% | +15.3% |
| 3M | -11.9% | -8.2% | -3.7% | -10.2% |
| 6M | -9.9% | -9.8% | -0.1% | -8.8% |
| YTD | -13.1% | +10.4% | -23.5% | -10.0% |
| All | +7.7% | +25.3% | -17.6% | +12.1% |
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