-21.3%
IT vs WWD
+41.9%
-63.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.3% |
| 7D | -6.0% | +1.3% | -7.3% | -5.7% |
| 30D | 0.0% | -7.2% | +7.2% | -1.9% |
| 3M | +13.1% | -3.8% | +16.9% | +12.1% |
| 6M | +11.7% | -9.9% | +21.6% | +9.9% |
| YTD | -26.1% | +14.8% | -40.9% | -23.4% |
| 1Y | -21.3% | +42.1% | -63.3% | -21.5% |
| All | -21.3% | +41.9% | -63.1% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling