+50.5%
F vs WWD
+151.4%
-100.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +1.0% | +0.4% | +0.5% | +0.8% |
| 30D | +2.1% | -0.4% | +2.5% | +2.0% |
| 3M | -10.3% | -6.1% | -4.2% | -9.2% |
| 6M | +3.3% | -9.5% | +12.8% | +4.9% |
| YTD | -2.0% | +10.8% | -12.8% | -5.2% |
| 1Y | -2.3% | +23.5% | -25.8% | -8.1% |
| All | +50.5% | +151.4% | -100.9% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling