-51.3%
IT vs WWD
+164.2%
-215.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -7.4% |
| 7D | -9.1% | +0.8% | -9.9% | -9.1% |
| 30D | -7.0% | -6.4% | -0.6% | -7.0% |
| 3M | +7.6% | -5.6% | +13.3% | +7.1% |
| 6M | +2.1% | -9.1% | +11.2% | +1.7% |
| YTD | -31.6% | +12.5% | -44.1% | -34.5% |
| 1Y | -29.9% | +41.3% | -71.2% | -37.0% |
| 3Y | -51.3% | +170.2% | -221.5% | -63.5% |
| All | -51.3% | +164.2% | -215.4% | -63.5% |
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 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