+157.6%
B vs WWD
+198.3%
-40.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | +9.4% | -7.2% | +16.6% | +11.5% |
| 3M | +5.0% | -3.8% | +8.8% | +5.6% |
| 6M | -3.5% | -9.9% | +6.4% | -1.4% |
| YTD | +4.5% | +14.8% | -10.4% | +0.8% |
| 1Y | +67.8% | +42.1% | +25.7% | +53.7% |
| 3Y | +196.7% | +170.8% | +25.9% | +126.5% |
| All | +157.6% | +198.3% | -40.6% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling