+44.6%
AU vs WWD
+27.2%
+17.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.9% | +9.9% | +9.0% |
| 7D | +0.8% | +7.3% | -6.6% | -3.5% |
| 30D | -7.0% | -2.0% | -5.0% | -6.0% |
| 3M | +8.5% | -12.6% | +21.1% | +16.4% |
| 6M | -1.3% | -8.4% | +7.2% | +1.1% |
| YTD | +6.8% | +8.2% | -1.5% | +4.5% |
| 1Y | +44.6% | +26.5% | +18.1% | +36.4% |
| All | +44.6% | +27.2% | +17.4% | +36.4% |
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 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