-34.6%
DOW vs WWD
+164.2%
-198.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | +2.0% | -6.4% | +8.4% | +3.0% |
| 3M | -12.5% | -5.6% | -6.9% | -12.8% |
| 6M | -9.2% | -9.1% | -0.1% | -9.9% |
| YTD | +30.8% | +12.5% | +18.3% | +19.5% |
| 1Y | +29.4% | +41.3% | -11.9% | +8.1% |
| 3Y | -34.6% | +170.2% | -204.8% | -57.2% |
| All | -34.6% | +164.2% | -198.7% | -57.2% |
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