+1,509.2%
EXC vs WWD
+15,408.5%
-13,899.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.3% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | -3.7% | -7.2% | +3.4% | -2.4% |
| 3M | -1.3% | -3.8% | +2.6% | -1.0% |
| 6M | -9.7% | -9.9% | +0.2% | -8.7% |
| YTD | +2.9% | +14.8% | -11.9% | -1.1% |
| 1Y | +4.4% | +42.1% | -37.7% | -4.2% |
| 3Y | +22.2% | +170.8% | -148.6% | -3.3% |
| 5Y | +46.7% | +197.5% | -150.8% | +12.1% |
| 10Y | +155.3% | +477.8% | -322.5% | +65.1% |
| All | +1,509.2% | +15,408.5% | -13,899.4% | +616.0% |
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 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