+33.1%
GDDY vs WWD
+167.6%
-134.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | -3.2% | -2.6% | -0.6% | -2.9% |
| 30D | +6.8% | -6.9% | +13.7% | +7.6% |
| 3M | +30.5% | -13.0% | +43.5% | +32.0% |
| 6M | +13.3% | -12.5% | +25.8% | +14.2% |
| YTD | -21.0% | +11.8% | -32.8% | -25.5% |
| 1Y | -34.0% | +41.1% | -75.1% | -42.6% |
| 3Y | +33.1% | +163.1% | -130.0% | -9.4% |
| All | +33.1% | +167.6% | -134.5% | -9.4% |
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 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