+0.3%
GLD vs WWD
+25.3%
-24.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +0.8% |
| 7D | +4.9% | +4.2% | +0.8% | +3.8% |
| 30D | -1.3% | -0.8% | -0.5% | -1.3% |
| 3M | -4.8% | -8.2% | +3.4% | -3.2% |
| 6M | -12.5% | -9.8% | -2.7% | -11.3% |
| YTD | -4.2% | +10.4% | -14.6% | -6.1% |
| All | +0.3% | +25.3% | -24.9% | -1.9% |
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 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