+48.4%
IR vs WWD
+198.3%
-149.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | -2.8% | +1.3% | -4.1% | -3.4% |
| 30D | -15.1% | -7.2% | -8.0% | -12.1% |
| 3M | +6.1% | -3.8% | +9.9% | +7.2% |
| 6M | -16.8% | -9.9% | -6.9% | -13.4% |
| YTD | -3.5% | +14.8% | -18.4% | -11.3% |
| 1Y | -3.5% | +42.1% | -45.6% | -20.8% |
| 3Y | +9.5% | +170.8% | -161.3% | -37.7% |
| All | +48.4% | +198.3% | -149.9% | -25.8% |
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