+401.3%
GH vs WWD
+353.2%
+48.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.2% |
| 7D | -0.1% | +1.3% | -1.3% | -0.6% |
| 30D | -1.1% | -7.2% | +6.1% | +1.5% |
| 3M | +21.3% | -3.8% | +25.1% | +21.9% |
| 6M | +73.5% | -9.9% | +83.4% | +78.1% |
| YTD | +58.0% | +14.8% | +43.2% | +46.7% |
| 1Y | +163.1% | +42.1% | +121.0% | +122.4% |
| 3Y | +361.0% | +170.8% | +190.2% | +199.9% |
| 5Y | +22.5% | +197.5% | -175.0% | -24.5% |
| All | +401.3% | +353.2% | +48.1% | +139.9% |
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