+154.1%
MAR vs WWD
+191.3%
-37.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -4.7% | -5.1% | +0.4% | -2.8% |
| 3M | -15.6% | -11.2% | -4.4% | -12.2% |
| 6M | +1.2% | -12.0% | +13.3% | +5.2% |
| YTD | +7.5% | +12.0% | -4.5% | -0.3% |
| 1Y | +26.6% | +42.8% | -16.2% | +3.9% |
| 3Y | +66.0% | +168.9% | -103.0% | -5.9% |
| 5Y | +154.1% | +192.2% | -38.1% | +34.3% |
| All | +154.1% | +191.3% | -37.2% | +34.3% |
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 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