+2,498.9%
MAR vs WWD
+10,139.2%
-7,640.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.3% |
| 7D | -4.2% | +1.3% | -5.4% | -4.6% |
| 30D | -6.7% | -7.2% | +0.5% | -4.0% |
| 3M | -12.5% | -3.8% | -8.6% | -11.9% |
| 6M | +0.6% | -9.9% | +10.5% | +3.6% |
| YTD | +9.1% | +14.8% | -5.7% | +1.1% |
| 1Y | +26.2% | +42.1% | -15.9% | +6.3% |
| 3Y | +68.2% | +170.8% | -102.6% | +6.0% |
| 5Y | +163.9% | +197.5% | -33.6% | +58.5% |
| 10Y | +420.6% | +477.8% | -57.3% | +133.0% |
| All | +2,498.9% | +10,139.2% | -7,640.3% | +492.0% |
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 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