+238.7%
GM vs WWD
+1,120.3%
-881.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.3% |
| 7D | +0.4% | +0.8% | -0.4% | 0.0% |
| 30D | -1.8% | -6.4% | +4.6% | +1.1% |
| 3M | +2.6% | -5.6% | +8.2% | +4.4% |
| 6M | +14.6% | -9.1% | +23.7% | +18.1% |
| YTD | +6.2% | +12.5% | -6.3% | -2.4% |
| 1Y | +48.7% | +41.3% | +7.3% | +20.6% |
| 3Y | +168.3% | +170.2% | -1.9% | +48.4% |
| 5Y | +82.8% | +192.5% | -109.7% | -5.3% |
| 10Y | +226.2% | +476.9% | -250.7% | +12.2% |
| All | +238.7% | +1,120.3% | -881.6% | -26.2% |
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