+811.8%
BAX vs WWD
+15,408.5%
-14,596.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | -5.5% | -7.2% | +1.7% | -4.5% |
| 3M | +33.5% | -3.8% | +37.4% | +33.7% |
| 6M | +35.9% | -9.9% | +45.8% | +37.2% |
| YTD | +35.4% | +14.8% | +20.5% | +31.6% |
| 1Y | +9.8% | +42.1% | -32.3% | +3.1% |
| 3Y | -32.7% | +170.8% | -203.5% | -43.0% |
| 5Y | -65.6% | +197.5% | -263.1% | -71.6% |
| 10Y | -34.9% | +477.8% | -512.7% | -52.8% |
| All | +811.8% | +15,408.5% | -14,596.7% | +421.8% |
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