+1,378.6%
D vs WWD
+15,408.5%
-14,029.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +0.4% | +1.3% | -0.8% | +0.3% |
| 30D | -3.6% | -7.2% | +3.6% | -2.6% |
| 3M | -1.0% | -3.8% | +2.8% | -0.7% |
| 6M | +6.3% | -9.9% | +16.2% | +7.2% |
| YTD | +14.7% | +14.8% | -0.1% | +11.5% |
| 1Y | +16.9% | +42.1% | -25.1% | +9.9% |
| 3Y | +56.8% | +170.8% | -114.0% | +32.4% |
| 5Y | +5.2% | +197.5% | -192.3% | -13.5% |
| 10Y | +35.9% | +477.8% | -442.0% | -2.5% |
| All | +1,378.6% | +15,408.5% | -14,029.9% | +660.4% |
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 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