+3,168.2%
MAR vs WWD
+9,655.4%
-6,487.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.1% |
| 7D | +1.6% | +4.0% | -2.3% | 0.0% |
| 30D | +13.8% | +0.4% | +13.4% | +13.2% |
| 3M | +20.3% | -7.9% | +28.2% | +23.6% |
| 6M | +21.3% | -10.6% | +32.0% | +25.1% |
| YTD | +37.2% | +9.4% | +27.8% | +29.0% |
| 1Y | +48.4% | +25.7% | +22.7% | +31.2% |
| 3Y | +120.1% | +148.5% | -28.4% | +43.2% |
| 5Y | +182.1% | +189.5% | -7.4% | +70.7% |
| 10Y | +530.2% | +451.8% | +78.5% | +186.3% |
| All | +3,168.2% | +9,655.4% | -6,487.2% | +655.5% |
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