+46.0%
F vs WWD
+166.3%
-120.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +5.3% | +1.3% | +4.0% | +5.0% |
| 30D | +4.6% | -7.2% | +11.8% | +6.4% |
| 3M | -3.7% | -3.8% | +0.2% | -3.3% |
| 6M | +16.8% | -9.9% | +26.7% | +18.8% |
| YTD | +15.3% | +14.8% | +0.5% | +10.4% |
| 1Y | +31.0% | +42.1% | -11.1% | +18.6% |
| All | +46.0% | +166.3% | -120.2% | +6.0% |
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 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