+206.6%
C vs WWD
+137.0%
+69.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.0% | +0.9% | -2.8% |
| 7D | -5.3% | -2.6% | -2.7% | -4.5% |
| 30D | -7.3% | -7.7% | +0.4% | -4.7% |
| 3M | -13.5% | -17.7% | +4.3% | -7.3% |
| 6M | -6.5% | -15.9% | +9.4% | -1.3% |
| YTD | +3.6% | +1.8% | +1.8% | +1.4% |
| 1Y | +18.9% | +17.4% | +1.5% | +9.8% |
| All | +206.6% | +137.0% | +69.6% | +133.4% |
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