+117.6%
DT vs WWD
+222.7%
-105.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -3.3% | +1.3% | -4.6% | -3.7% |
| 30D | +2.0% | -7.2% | +9.2% | +4.2% |
| 3M | +20.0% | -3.8% | +23.8% | +20.3% |
| 6M | +39.3% | -9.9% | +49.2% | +40.9% |
| YTD | +19.8% | +14.8% | +4.9% | +10.0% |
| 1Y | +4.3% | +42.1% | -37.8% | -12.2% |
| 3Y | +7.7% | +170.8% | -163.1% | -30.5% |
| 5Y | -26.8% | +197.5% | -224.3% | -55.4% |
| All | +117.6% | +222.7% | -105.0% | +30.3% |
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