+436.7%
GE vs WWD
+192.1%
+244.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | +0.4% |
| 7D | +1.2% | +0.8% | +0.4% | +0.7% |
| 30D | -9.5% | -6.4% | -3.1% | -6.3% |
| 3M | +4.1% | -5.6% | +9.7% | +6.8% |
| 6M | +3.9% | -9.1% | +13.0% | +8.9% |
| YTD | +9.0% | +12.5% | -3.5% | +1.8% |
| 1Y | +21.9% | +41.3% | -19.4% | -0.1% |
| 3Y | +281.8% | +170.2% | +111.6% | +116.5% |
| 5Y | +436.7% | +192.5% | +244.2% | +182.1% |
| All | +436.7% | +192.1% | +244.6% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling