+7,515.3%
EW vs WWD
+11,226.7%
-3,711.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +1.5% |
| 7D | +12.3% | +4.2% | +8.1% | +11.3% |
| 30D | +22.9% | -0.8% | +23.7% | +22.9% |
| 3M | +16.7% | -8.2% | +24.9% | +18.3% |
| 6M | +31.0% | -9.8% | +40.8% | +32.6% |
| YTD | +22.8% | +10.4% | +12.4% | +18.7% |
| 1Y | +25.6% | +25.5% | +0.1% | +18.0% |
| 3Y | +62.0% | +155.8% | -93.8% | +29.2% |
| 5Y | -12.8% | +187.3% | -200.1% | -32.9% |
| 10Y | +239.8% | +462.7% | -222.9% | +120.6% |
| All | +7,515.3% | +11,226.7% | -3,711.4% | +3,938.9% |
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