+5.6%
IR vs WWD
-15.6%
+21.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | -0.1% |
| 7D | +3.7% | +4.2% | -0.5% | +1.8% |
| 30D | +7.4% | -2.1% | +9.6% | +8.2% |
| 3M | -5.9% | -13.2% | +7.2% | -1.1% |
| 6M | +5.6% | -16.9% | +22.4% | +10.6% |
| All | +5.6% | -15.6% | +21.1% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling