+73.1%
MA vs WWD
+198.3%
-125.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -2.7% | +1.3% | -4.0% | -3.0% |
| 30D | +1.5% | -7.2% | +8.7% | +3.3% |
| 3M | +20.4% | -3.8% | +24.3% | +20.5% |
| 6M | +11.1% | -9.9% | +21.1% | +12.4% |
| YTD | +2.0% | +14.8% | -12.9% | -4.7% |
| 1Y | -2.2% | +42.1% | -44.2% | -15.2% |
| 3Y | +41.9% | +170.8% | -128.9% | -6.9% |
| All | +73.1% | +198.3% | -125.2% | +4.5% |
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 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