-35.7%
AUR vs WWD
+168.9%
-204.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.7% |
| 7D | +1.4% | -2.6% | +4.0% | +3.1% |
| 30D | -6.4% | -6.9% | +0.5% | -1.8% |
| 3M | +7.7% | -13.0% | +20.8% | +16.7% |
| 6M | +44.5% | -12.5% | +56.9% | +54.1% |
| YTD | +67.4% | +11.8% | +55.6% | +49.0% |
| 1Y | +15.4% | +41.1% | -25.6% | -15.1% |
| 3Y | +94.8% | +163.1% | -68.2% | -13.1% |
| 5Y | -35.1% | +187.6% | -222.7% | -75.1% |
| All | -35.7% | +168.9% | -204.6% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling