+59.5%
DIA vs WWD
+155.8%
-96.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +1.1% | -0.4% | +1.5% | +1.0% |
| 3M | -2.9% | -6.1% | +3.2% | -1.9% |
| 6M | +5.9% | -9.5% | +15.4% | +7.3% |
| YTD | +9.8% | +10.8% | -1.0% | +5.8% |
| 1Y | +11.7% | +23.5% | -11.8% | +4.7% |
| 3Y | +59.5% | +151.3% | -91.7% | +26.4% |
| All | +59.5% | +155.8% | -96.3% | +26.4% |
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