+187.7%
GH vs WWD
+42.4%
+145.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | -2.6% | -5.1% | +2.4% | -2.0% |
| 3M | +25.1% | -11.2% | +36.3% | +26.8% |
| 6M | +78.5% | -12.0% | +90.5% | +79.6% |
| YTD | +59.4% | +12.0% | +47.4% | +61.0% |
| All | +187.7% | +42.4% | +145.3% | +190.2% |
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 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