+96.9%
AU vs WWD
+41.9%
+55.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.9% |
| 7D | -3.6% | +1.3% | -4.9% | -4.3% |
| 30D | +23.9% | -7.2% | +31.0% | +28.3% |
| 3M | +19.1% | -3.8% | +22.9% | +18.9% |
| 6M | -0.2% | -9.9% | +9.8% | +3.1% |
| YTD | +32.5% | +14.8% | +17.6% | +26.5% |
| 1Y | +96.9% | +42.1% | +54.9% | +80.6% |
| All | +96.9% | +41.9% | +55.1% | +80.6% |
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