+26.2%
MAR vs WWD
+41.9%
-15.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | -4.2% | +1.3% | -5.4% | -4.4% |
| 30D | -6.7% | -7.2% | +0.5% | -5.2% |
| 3M | -12.5% | -3.8% | -8.6% | -12.2% |
| 6M | +0.6% | -9.9% | +10.5% | +1.8% |
| YTD | +9.1% | +14.8% | -5.7% | +6.5% |
| 1Y | +26.2% | +42.1% | -15.9% | +20.0% |
| All | +26.2% | +41.9% | -15.7% | +20.0% |
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