+579.1%
AU vs WWD
+167.6%
+411.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.1% |
| 7D | -4.3% | -2.6% | -1.7% | -3.4% |
| 30D | +7.3% | -6.9% | +14.2% | +9.7% |
| 3M | +26.3% | -13.0% | +39.4% | +31.7% |
| 6M | +1.8% | -12.5% | +14.2% | +5.6% |
| YTD | +26.8% | +11.8% | +15.0% | +24.5% |
| 1Y | +66.7% | +41.1% | +25.6% | +56.0% |
| 3Y | +579.1% | +163.1% | +416.0% | +501.4% |
| All | +579.1% | +167.6% | +411.5% | +501.4% |
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 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