+104.1%
GLD vs WWD
+187.3%
-83.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -4.6% | +4.0% | -8.5% | -5.0% |
| 30D | -5.5% | +0.4% | -5.9% | -5.6% |
| 3M | -10.9% | -7.9% | -3.0% | -10.3% |
| 6M | -17.4% | -10.6% | -6.8% | -16.8% |
| YTD | -10.3% | +9.4% | -19.7% | -10.7% |
| 1Y | -7.2% | +25.7% | -32.9% | -8.3% |
| 3Y | +96.9% | +148.5% | -51.6% | +86.5% |
| All | +104.1% | +187.3% | -83.2% | +84.8% |
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