+8,234.3%
MCHP vs WWD
+15,097.2%
-6,863.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.3% |
| 7D | +2.8% | +0.8% | +2.0% | +2.5% |
| 30D | -12.8% | -6.4% | -6.4% | -10.7% |
| 3M | -19.2% | -5.6% | -13.6% | -17.8% |
| 6M | +14.5% | -9.1% | +23.6% | +17.9% |
| YTD | +17.1% | +12.5% | +4.6% | +10.9% |
| 1Y | +15.3% | +41.3% | -26.0% | -0.1% |
| 3Y | +0.5% | +170.2% | -169.8% | -31.0% |
| 5Y | +6.1% | +192.5% | -186.4% | -29.6% |
| 10Y | +192.2% | +476.9% | -284.7% | +50.8% |
| All | +8,234.3% | +15,097.2% | -6,863.0% | +1,477.0% |
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