-24.4%
DOW vs WWD
+155.8%
-180.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -6.8% | +0.4% | -7.3% | -6.9% |
| 30D | +10.8% | -0.4% | +11.2% | +10.8% |
| 3M | +4.1% | -6.1% | +10.2% | +5.0% |
| 6M | -12.7% | -9.5% | -3.2% | -12.5% |
| YTD | +39.2% | +10.8% | +28.4% | +27.5% |
| 1Y | +49.5% | +23.5% | +25.9% | +30.9% |
| 3Y | -24.4% | +151.3% | -175.6% | -46.6% |
| All | -24.4% | +155.8% | -180.2% | -46.6% |
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