-33.8%
BIDU vs WWD
+167.6%
-201.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -8.1% | -2.6% | -5.5% | -7.5% |
| 30D | -12.8% | -6.9% | -5.9% | -11.3% |
| 3M | -21.3% | -13.0% | -8.2% | -19.1% |
| 6M | -27.0% | -12.5% | -14.5% | -25.4% |
| YTD | -30.0% | +11.8% | -41.9% | -32.6% |
| 1Y | -18.3% | +41.1% | -59.3% | -25.5% |
| 3Y | -33.8% | +163.1% | -196.9% | -49.9% |
| All | -33.8% | +167.6% | -201.4% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling