+91.8%
AUR vs WWD
+164.0%
-72.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -1.8% |
| 7D | +0.2% | -2.9% | +3.0% | +1.8% |
| 30D | -8.9% | -6.6% | -2.3% | -5.3% |
| 3M | +4.6% | -9.3% | +13.9% | +9.1% |
| 6M | +44.9% | -13.6% | +58.5% | +54.2% |
| YTD | +64.8% | +10.4% | +54.5% | +49.9% |
| 1Y | +16.4% | +39.9% | -23.5% | -11.6% |
| All | +91.8% | +164.0% | -72.2% | -5.6% |
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 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