+7,328.4%
EW vs WWD
+10,696.0%
-3,367.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.6% |
| 7D | +11.0% | +4.2% | +6.9% | +10.0% |
| 30D | +19.1% | -2.1% | +21.2% | +19.4% |
| 3M | +14.4% | -13.2% | +27.5% | +17.2% |
| 6M | +22.8% | -16.9% | +39.6% | +26.4% |
| YTD | +19.8% | +5.2% | +14.6% | +16.9% |
| 1Y | +23.9% | +20.6% | +3.3% | +17.4% |
| 3Y | +52.2% | +146.3% | -94.1% | +22.3% |
| 5Y | -13.9% | +171.3% | -185.3% | -33.0% |
| 10Y | +241.9% | +471.3% | -229.4% | +121.7% |
| All | +7,328.4% | +10,696.0% | -3,367.6% | +3,877.9% |
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