-0.1%
BAX vs WWD
+41.0%
-41.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | -12.2% | -5.1% | -7.1% | -11.5% |
| 3M | +21.8% | -11.2% | +33.1% | +22.6% |
| 6M | +36.3% | -12.0% | +48.3% | +36.1% |
| YTD | +27.8% | +12.0% | +15.8% | +21.9% |
| 1Y | -0.1% | +42.8% | -42.9% | -11.5% |
| All | -0.1% | +41.0% | -41.1% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling