+7,597.5%
LOW vs WWD
+15,408.5%
-7,811.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | -7.0% | -7.2% | +0.1% | -5.2% |
| 3M | -0.9% | -3.8% | +3.0% | -0.3% |
| 6M | -20.1% | -9.9% | -10.2% | -18.3% |
| YTD | -13.9% | +14.8% | -28.7% | -18.1% |
| 1Y | -21.1% | +42.1% | -63.2% | -29.8% |
| 3Y | -6.6% | +170.8% | -177.4% | -32.4% |
| 5Y | +9.4% | +197.5% | -188.2% | -24.1% |
| 10Y | +220.5% | +477.8% | -257.3% | +75.7% |
| All | +7,597.5% | +15,408.5% | -7,811.0% | +2,192.5% |
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 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