+47.9%
DE vs WWD
+41.9%
+6.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +10.0% | +1.3% | +8.7% | +9.7% |
| 30D | +13.3% | -7.2% | +20.5% | +15.2% |
| 3M | +17.5% | -3.8% | +21.3% | +18.6% |
| 6M | +13.6% | -9.9% | +23.5% | +15.7% |
| YTD | +49.8% | +14.8% | +35.0% | +47.9% |
| 1Y | +47.9% | +42.1% | +5.8% | +42.7% |
| All | +47.9% | +41.9% | +6.0% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling