+73.3%
D vs WWD
+145.1%
-71.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | -1.7% |
| 7D | +3.0% | +4.2% | -1.2% | +2.7% |
| 30D | +11.5% | -2.1% | +13.6% | +11.5% |
| 3M | +3.7% | -13.2% | +16.9% | +4.6% |
| 6M | +13.5% | -16.9% | +30.4% | +14.5% |
| YTD | +20.7% | +5.2% | +15.5% | +19.3% |
| 1Y | +18.2% | +20.6% | -2.4% | +15.4% |
| 3Y | +73.3% | +146.3% | -73.0% | +57.5% |
| All | +73.3% | +145.1% | -71.8% | +57.5% |
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