+6,864.9%
GD vs WWD
+13,645.2%
-6,780.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.6% | -0.8% |
| 7D | -3.9% | -2.6% | -1.3% | -3.4% |
| 30D | +8.1% | -7.7% | +15.8% | +10.0% |
| 3M | -6.8% | -17.7% | +11.0% | -2.5% |
| 6M | +3.0% | -15.9% | +18.9% | +6.7% |
| YTD | +7.8% | +1.8% | +6.0% | +5.8% |
| 1Y | +5.8% | +17.4% | -11.6% | -0.1% |
| 3Y | +55.3% | +137.1% | -81.8% | +20.7% |
| 5Y | +96.7% | +162.4% | -65.7% | +46.5% |
| 10Y | +195.4% | +452.5% | -257.1% | +77.5% |
| All | +6,864.9% | +13,645.2% | -6,780.3% | +2,507.8% |
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 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