+15,612.2%
MA vs WWD
+2,342.2%
+13,270.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.5% |
| 7D | -0.5% | +8.2% | -8.7% | -3.4% |
| 30D | +7.9% | -0.2% | +8.1% | +7.6% |
| 3M | +16.8% | -8.4% | +25.2% | +19.7% |
| 6M | +31.0% | -9.5% | +40.5% | +33.4% |
| YTD | +15.0% | +10.1% | +5.0% | +7.0% |
| 1Y | +17.0% | +21.6% | -4.5% | +4.3% |
| 3Y | +68.5% | +149.6% | -81.1% | +10.0% |
| 5Y | +85.0% | +191.3% | -106.3% | +11.4% |
| 10Y | +561.3% | +455.2% | +106.2% | +189.0% |
| All | +15,612.2% | +2,342.2% | +13,270.0% | +3,885.3% |
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