-10.8%
DOW vs WWD
+277.0%
-287.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.5% |
| 7D | -2.4% | +1.3% | -3.7% | -3.0% |
| 30D | +0.4% | -7.2% | +7.5% | +3.5% |
| 3M | -14.4% | -3.8% | -10.6% | -14.8% |
| 6M | -7.0% | -9.9% | +2.9% | -6.7% |
| YTD | +30.2% | +14.8% | +15.4% | +14.2% |
| 1Y | +29.2% | +42.1% | -12.9% | +0.1% |
| 3Y | -36.7% | +170.8% | -207.5% | -67.3% |
| 5Y | -37.7% | +197.5% | -235.2% | -70.9% |
| All | -10.8% | +277.0% | -287.8% | -61.0% |
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