+120.9%
MAR vs WWD
+149.7%
-28.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | +1.8% | +8.2% | -6.4% | -0.5% |
| 30D | +14.3% | -0.2% | +14.5% | +14.1% |
| 3M | +20.0% | -8.4% | +28.4% | +22.5% |
| 6M | +21.7% | -9.5% | +31.3% | +23.9% |
| YTD | +37.7% | +10.1% | +27.6% | +31.4% |
| 1Y | +46.8% | +21.6% | +25.2% | +35.4% |
| All | +120.9% | +149.7% | -28.8% | +68.3% |
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 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