+133.7%
AS vs WWD
+125.7%
+8.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.7% | -0.2% |
| 7D | +7.1% | -2.6% | +9.7% | +7.9% |
| 30D | +12.8% | -7.7% | +20.6% | +15.7% |
| 3M | -14.7% | -17.7% | +3.0% | -9.2% |
| 6M | -9.9% | -15.9% | +6.0% | -5.6% |
| YTD | -16.1% | +1.8% | -17.9% | -17.3% |
| 1Y | +0.2% | +17.4% | -17.3% | -6.7% |
| All | +133.7% | +125.7% | +8.1% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling