+142.5%
GLD vs WWD
+198.3%
-55.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | +4.4% | -7.2% | +11.6% | +5.1% |
| 3M | -1.1% | -3.8% | +2.7% | -0.9% |
| 6M | -13.8% | -9.9% | -3.9% | -13.2% |
| YTD | +2.6% | +14.8% | -12.2% | +1.7% |
| 1Y | +24.5% | +42.1% | -17.6% | +22.0% |
| 3Y | +125.8% | +170.8% | -45.0% | +111.8% |
| All | +142.5% | +198.3% | -55.7% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling