+68.5%
MA vs WWD
+149.7%
-81.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.0% |
| 7D | -0.5% | +8.2% | -8.7% | -1.4% |
| 30D | +7.9% | -0.2% | +8.1% | +7.8% |
| 3M | +16.8% | -8.4% | +25.2% | +17.7% |
| 6M | +31.0% | -9.5% | +40.5% | +31.5% |
| YTD | +15.0% | +10.1% | +5.0% | +10.8% |
| 1Y | +17.0% | +21.6% | -4.5% | +10.3% |
| All | +68.5% | +149.7% | -81.2% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling