+899.1%
DD vs WWD
+15,408.5%
-14,509.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -3.5% | +1.3% | -4.8% | -4.0% |
| 30D | -10.3% | -7.2% | -3.1% | -8.0% |
| 3M | -7.5% | -3.8% | -3.7% | -6.8% |
| 6M | -8.0% | -9.9% | +1.9% | -5.4% |
| YTD | +10.5% | +14.8% | -4.4% | +3.6% |
| 1Y | +38.3% | +42.1% | -3.8% | +19.3% |
| 3Y | +42.5% | +170.8% | -128.3% | -4.3% |
| 5Y | +60.2% | +197.5% | -137.3% | +2.3% |
| 10Y | +68.9% | +477.8% | -409.0% | -18.0% |
| All | +899.1% | +15,408.5% | -14,509.4% | +165.1% |
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