+13,824.2%
MA vs WWD
+2,447.6%
+11,376.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | +1.5% | -7.2% | +8.7% | +4.1% |
| 3M | +20.4% | -3.8% | +24.3% | +20.8% |
| 6M | +11.1% | -9.9% | +21.1% | +13.0% |
| YTD | +2.0% | +14.8% | -12.9% | -6.1% |
| 1Y | -2.2% | +42.1% | -44.2% | -17.5% |
| 3Y | +41.9% | +170.8% | -128.9% | -9.8% |
| 5Y | +75.4% | +197.5% | -122.2% | +5.3% |
| 10Y | +527.5% | +477.8% | +49.7% | +171.3% |
| All | +13,824.2% | +2,447.6% | +11,376.6% | +3,395.5% |
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