+28.4%
EL vs WWD
+25.7%
+2.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +7.6% | +0.4% | +7.2% | +7.5% |
| 30D | +15.7% | -0.4% | +16.1% | +15.8% |
| 3M | +30.5% | -6.1% | +36.6% | +31.0% |
| 6M | +32.5% | -9.5% | +42.1% | +32.4% |
| YTD | +9.4% | +10.8% | -1.4% | +10.3% |
| 1Y | +28.4% | +23.5% | +4.8% | +30.0% |
| All | +28.4% | +25.7% | +2.6% | +30.0% |
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 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