+1,582.2%
EL vs WWD
+18,619.0%
-17,036.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.7% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +19.8% | -7.2% | +27.0% | +22.0% |
| 3M | +25.7% | -3.8% | +29.5% | +26.1% |
| 6M | +5.4% | -9.9% | +15.4% | +7.3% |
| YTD | +0.2% | +14.8% | -14.6% | -4.8% |
| 1Y | +20.4% | +42.1% | -21.6% | +7.6% |
| 3Y | -32.1% | +170.8% | -202.9% | -49.1% |
| 5Y | -67.2% | +197.5% | -264.7% | -76.1% |
| 10Y | +31.7% | +477.8% | -446.1% | -21.9% |
| All | +1,582.2% | +18,619.0% | -17,036.8% | +510.6% |
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