-66.0%
EL vs WWD
+170.1%
-236.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.0% |
| 7D | +0.8% | +4.2% | -3.4% | -0.9% |
| 30D | +16.5% | -2.1% | +18.7% | +16.9% |
| 3M | +29.2% | -13.2% | +42.4% | +35.1% |
| 6M | +27.9% | -16.9% | +44.8% | +34.4% |
| YTD | +6.2% | +5.2% | +1.0% | -0.7% |
| 1Y | +27.2% | +20.6% | +6.6% | +10.8% |
| 3Y | +3.2% | +146.3% | -143.1% | -39.1% |
| All | -66.0% | +170.1% | -236.1% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling