+7.8%
LOW vs WWD
+191.3%
-183.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.6% | +0.6% | -1.3% | -0.8% |
| 30D | -9.3% | -5.1% | -4.2% | -8.0% |
| 3M | -8.1% | -11.2% | +3.2% | -5.4% |
| 6M | -19.8% | -12.0% | -7.7% | -17.4% |
| YTD | -16.4% | +12.0% | -28.3% | -20.0% |
| 1Y | -24.7% | +42.8% | -67.5% | -33.3% |
| 3Y | -8.8% | +168.9% | -177.8% | -36.9% |
| 5Y | +7.8% | +192.2% | -184.4% | -31.7% |
| All | +7.8% | +191.3% | -183.5% | -31.7% |
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