+342.3%
F vs WWD
+15,408.5%
-15,066.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +5.3% | +1.3% | +4.0% | +4.9% |
| 30D | +4.6% | -7.2% | +11.8% | +7.3% |
| 3M | -3.7% | -3.8% | +0.2% | -3.0% |
| 6M | +16.8% | -9.9% | +26.7% | +19.9% |
| YTD | +15.3% | +14.8% | +0.5% | +7.9% |
| 1Y | +31.0% | +42.1% | -11.1% | +13.1% |
| 3Y | +45.4% | +170.8% | -125.4% | -3.0% |
| 5Y | +54.7% | +197.5% | -142.8% | -0.8% |
| 10Y | +98.2% | +477.8% | -379.6% | -1.7% |
| All | +342.3% | +15,408.5% | -15,066.2% | +28.4% |
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