+156.6%
B vs WWD
+15,065.0%
-14,908.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -2.7% | +3.7% | -6.4% | -3.1% |
| 30D | -4.3% | +1.8% | -6.1% | -4.6% |
| 3M | -2.3% | -5.0% | +2.7% | -1.8% |
| 6M | -16.2% | -8.4% | -7.8% | -15.5% |
| YTD | -8.8% | +12.3% | -21.1% | -10.2% |
| 1Y | +11.4% | +26.2% | -14.9% | +8.0% |
| 3Y | +174.3% | +154.6% | +19.7% | +143.6% |
| 5Y | +116.2% | +195.3% | -79.1% | +87.3% |
| 10Y | +222.7% | +466.3% | -243.5% | +150.6% |
| All | +156.6% | +15,065.0% | -14,908.4% | +81.8% |
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