+816.6%
GLD vs WWD
+3,607.2%
-2,790.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | -1.1% | -3.8% | +2.7% | -1.0% |
| 6M | -13.8% | -9.9% | -3.9% | -13.6% |
| YTD | +2.6% | +14.8% | -12.2% | +2.3% |
| 1Y | +24.5% | +42.1% | -17.6% | +23.6% |
| 3Y | +125.8% | +170.8% | -45.0% | +121.0% |
| 5Y | +137.8% | +197.5% | -59.7% | +131.7% |
| 10Y | +221.4% | +477.8% | -256.4% | +207.9% |
| All | +816.6% | +3,607.2% | -2,790.6% | +687.8% |
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 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