+4.1%
DT vs WWD
+41.6%
-37.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.5% |
| 7D | -1.6% | -2.6% | +1.0% | -2.0% |
| 30D | +3.0% | -6.9% | +10.0% | +1.9% |
| 3M | +26.5% | -13.0% | +39.6% | +23.9% |
| 6M | +35.9% | -12.5% | +48.4% | +34.5% |
| YTD | +17.8% | +11.8% | +6.0% | +17.7% |
| 1Y | +4.1% | +41.1% | -37.0% | -0.8% |
| All | +4.1% | +41.6% | -37.5% | -0.8% |
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