+24.5%
GLD vs WWD
+41.9%
-17.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -0.5% | +1.3% | -1.8% | -0.8% |
| 30D | +4.4% | -7.2% | +11.6% | +6.0% |
| 3M | -1.1% | -3.8% | +2.7% | -1.0% |
| 6M | -13.8% | -9.9% | -3.9% | -12.8% |
| YTD | +2.6% | +14.8% | -12.2% | +0.4% |
| 1Y | +24.5% | +42.1% | -17.6% | +20.7% |
| All | +24.5% | +41.9% | -17.4% | +20.7% |
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