+15.0%
GE vs WWD
+40.3%
-25.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -2.8% | -2.9% | +0.1% | -1.4% |
| 30D | -11.9% | -6.6% | -5.3% | -9.0% |
| 3M | +1.8% | -9.3% | +11.1% | +6.2% |
| 6M | -0.6% | -13.6% | +13.0% | +5.5% |
| YTD | +5.5% | +10.4% | -4.8% | +5.6% |
| 1Y | +15.0% | +39.9% | -24.9% | +9.0% |
| All | +15.0% | +40.3% | -25.4% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling