-41.4%
IT vs WWD
+191.3%
-232.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +2.0% |
| 7D | -6.8% | +3.7% | -10.6% | -7.3% |
| 30D | -0.6% | +1.8% | -2.4% | -1.0% |
| 3M | +3.1% | -5.0% | +8.0% | +3.5% |
| 6M | +25.5% | -8.4% | +33.9% | +25.8% |
| YTD | -23.5% | +12.3% | -35.8% | -28.7% |
| 1Y | -16.6% | +26.2% | -42.9% | -25.5% |
| 3Y | -53.1% | +154.6% | -207.7% | -67.8% |
| 5Y | -41.4% | +195.3% | -236.7% | -62.8% |
| All | -41.4% | +191.3% | -232.8% | -62.8% |
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