+1,699.6%
GE vs WWD
+14,867.0%
-13,167.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +5.4% | +0.4% | +4.9% | +5.2% |
| 30D | +9.6% | -0.4% | +10.1% | +9.7% |
| 3M | -7.7% | -6.1% | -1.6% | -5.6% |
| 6M | +14.0% | -9.5% | +23.5% | +17.9% |
| YTD | +10.2% | +10.8% | -0.6% | +5.7% |
| 1Y | +8.9% | +23.5% | -14.6% | 0.0% |
| 3Y | +273.7% | +151.3% | +122.4% | +164.2% |
| 5Y | +410.2% | +187.8% | +222.4% | +240.1% |
| 10Y | +157.4% | +461.1% | -303.7% | +35.9% |
| All | +1,699.6% | +14,867.0% | -13,167.3% | +381.0% |
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 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