+22.3%
EL vs WWD
+27.2%
-4.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.4% |
| 7D | +2.5% | +7.3% | -4.8% | +2.1% |
| 30D | +20.1% | -2.0% | +22.1% | +20.3% |
| 3M | +29.3% | -12.6% | +41.8% | +30.5% |
| 6M | +38.8% | -8.4% | +47.2% | +38.3% |
| YTD | +8.1% | +8.2% | -0.1% | +9.2% |
| 1Y | +22.3% | +26.5% | -4.2% | +25.8% |
| All | +22.3% | +27.2% | -4.8% | +25.8% |
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