+19.8%
MA vs WWD
+21.4%
-1.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +1.3% | +4.0% | -2.7% | +1.3% |
| 30D | +9.6% | +0.4% | +9.2% | +9.5% |
| 3M | +16.8% | -7.9% | +24.7% | +16.6% |
| 6M | +35.2% | -10.6% | +45.8% | +34.4% |
| YTD | +16.6% | +9.4% | +7.2% | +13.3% |
| 1Y | +19.8% | +25.7% | -6.0% | +13.5% |
| All | +19.8% | +21.4% | -1.6% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling