+8,518.1%
LOW vs WWD
+14,767.1%
-6,249.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +0.1% | +8.2% | -8.1% | -2.1% |
| 30D | +21.3% | -0.2% | +21.5% | +21.0% |
| 3M | +6.0% | -8.4% | +14.4% | +8.1% |
| 6M | +2.6% | -9.5% | +12.1% | +4.5% |
| YTD | -3.6% | +10.1% | -13.7% | -7.6% |
| 1Y | -1.0% | +21.6% | -22.5% | -8.0% |
| 3Y | +24.2% | +149.6% | -125.4% | -8.3% |
| 5Y | +6.3% | +191.3% | -185.0% | -25.9% |
| 10Y | +294.1% | +455.2% | -161.1% | +117.7% |
| All | +8,518.1% | +14,767.1% | -6,249.0% | +2,486.6% |
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