+4,772.2%
IT vs WWD
+14,767.1%
-9,994.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.6% |
| 7D | -3.7% | +8.2% | -11.8% | -5.9% |
| 30D | -3.1% | -0.2% | -2.9% | -3.6% |
| 3M | +6.3% | -8.4% | +14.8% | +8.2% |
| 6M | +24.8% | -9.5% | +34.3% | +26.0% |
| YTD | -24.4% | +10.1% | -34.4% | -29.9% |
| 1Y | -17.1% | +21.6% | -38.6% | -25.8% |
| 3Y | -53.6% | +149.6% | -203.2% | -67.5% |
| 5Y | -42.5% | +191.3% | -233.8% | -62.3% |
| 10Y | +88.8% | +455.2% | -366.4% | -4.1% |
| All | +4,772.2% | +14,767.1% | -9,994.9% | +1,196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling