+37.9%
BAX vs WWD
+23.9%
+14.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | +0.4% | +8.2% | -7.8% | -1.0% |
| 30D | +3.4% | -0.2% | +3.6% | +3.3% |
| 3M | -4.5% | -8.4% | +4.0% | -3.3% |
| 6M | +44.0% | -9.5% | +53.5% | +43.1% |
| YTD | +34.9% | +10.1% | +24.8% | +30.3% |
| 1Y | +37.9% | +21.6% | +16.3% | +30.1% |
| All | +37.9% | +23.9% | +14.0% | +30.1% |
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