+284.3%
GE vs WWD
+169.6%
+114.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | -1.6% | +1.3% | -2.9% | -2.2% |
| 30D | -11.6% | -7.2% | -4.4% | -8.1% |
| 3M | +3.0% | -3.8% | +6.9% | +4.6% |
| 6M | -0.5% | -9.9% | +9.4% | +4.4% |
| YTD | +9.7% | +14.8% | -5.1% | +2.1% |
| 1Y | +20.0% | +42.1% | -22.0% | -0.9% |
| All | +284.3% | +169.6% | +114.7% | +129.2% |
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