+81.6%
GM vs WWD
+187.1%
-105.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.4% |
| 7D | -1.1% | -2.9% | +1.8% | 0.0% |
| 30D | -3.4% | -6.6% | +3.2% | -1.1% |
| 3M | +8.7% | -9.3% | +18.0% | +11.9% |
| 6M | +15.4% | -13.6% | +29.0% | +20.6% |
| YTD | +6.6% | +10.4% | -3.8% | +0.4% |
| 1Y | +51.5% | +39.9% | +11.6% | +28.4% |
| 3Y | +169.3% | +165.0% | +4.3% | +60.4% |
| 5Y | +81.6% | +183.8% | -102.2% | -2.8% |
| All | +81.6% | +187.1% | -105.5% | -2.8% |
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