+216.0%
C vs WWD
+148.2%
+67.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +4.2% | +4.0% | +0.2% | +2.7% |
| 30D | +2.0% | +0.4% | +1.6% | +1.6% |
| 3M | -10.1% | -7.9% | -2.2% | -7.7% |
| 6M | +1.0% | -10.6% | +11.6% | +4.3% |
| YTD | +8.5% | +9.4% | -0.9% | +3.4% |
| 1Y | +25.7% | +25.7% | 0.0% | +13.2% |
| 3Y | +216.0% | +148.5% | +67.4% | +135.0% |
| All | +216.0% | +148.2% | +67.8% | +135.0% |
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