+120.4%
AS vs WWD
+154.6%
-34.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | -4.9% | +1.3% | -6.2% | -5.3% |
| 30D | -19.6% | -7.2% | -12.4% | -17.7% |
| 3M | -14.4% | -3.8% | -10.5% | -14.1% |
| 6M | -20.1% | -9.9% | -10.2% | -18.2% |
| YTD | -20.9% | +14.8% | -35.8% | -25.0% |
| 1Y | -21.9% | +42.1% | -63.9% | -32.1% |
| All | +120.4% | +154.6% | -34.2% | +100.4% |
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