+655.3%
BIDU vs WWD
+2,708.5%
-2,053.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.0% | -4.9% | -6.2% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -15.6% | -6.4% | -9.2% | -13.4% |
| 3M | -22.3% | -5.6% | -16.7% | -21.3% |
| 6M | -22.3% | -9.1% | -13.2% | -20.3% |
| YTD | -29.2% | +12.5% | -41.7% | -33.8% |
| 1Y | -14.8% | +41.3% | -56.1% | -28.0% |
| 3Y | -31.8% | +170.2% | -202.0% | -57.4% |
| 5Y | -43.1% | +192.5% | -235.6% | -66.5% |
| 10Y | -50.6% | +476.9% | -527.5% | -81.0% |
| All | +655.3% | +2,708.5% | -2,053.3% | +21.7% |
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