-38.5%
INTU vs WWD
+170.0%
-208.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.4% | -3.4% |
| 7D | -7.1% | +1.3% | -8.4% | -7.1% |
| 30D | +1.5% | -7.2% | +8.6% | +1.8% |
| 3M | +10.7% | -3.8% | +14.5% | +10.2% |
| 6M | -23.8% | -9.9% | -13.9% | -23.8% |
| YTD | -49.3% | +14.8% | -64.1% | -52.3% |
| 1Y | -49.7% | +42.1% | -91.7% | -55.9% |
| All | -38.5% | +170.0% | -208.5% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling