+166.5%
B vs WWD
+14,113.5%
-13,947.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.1% |
| 7D | +9.6% | +4.2% | +5.4% | +8.9% |
| 30D | +3.5% | -2.1% | +5.7% | +3.7% |
| 3M | -1.6% | -13.2% | +11.6% | 0.0% |
| 6M | -1.7% | -16.9% | +15.2% | +0.4% |
| YTD | -5.3% | +5.2% | -10.6% | -6.0% |
| 1Y | +27.2% | +20.6% | +6.6% | +24.1% |
| 3Y | +166.1% | +146.3% | +19.8% | +137.4% |
| 5Y | +136.5% | +171.3% | -34.8% | +107.0% |
| 10Y | +172.2% | +471.3% | -299.1% | +111.3% |
| All | +166.5% | +14,113.5% | -13,947.1% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling