+3,277.4%
MDT vs WWD
+15,408.5%
-12,131.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.9% |
| 7D | +3.2% | +1.3% | +1.9% | +2.9% |
| 30D | +9.5% | -7.2% | +16.7% | +11.1% |
| 3M | +16.0% | -3.8% | +19.8% | +16.3% |
| 6M | +0.2% | -9.9% | +10.1% | +1.6% |
| YTD | -0.3% | +14.8% | -15.1% | -4.2% |
| 1Y | +4.7% | +42.1% | -37.4% | -4.1% |
| 3Y | +26.5% | +170.8% | -144.3% | -0.6% |
| 5Y | -18.2% | +197.5% | -215.7% | -37.9% |
| 10Y | +40.0% | +477.8% | -437.8% | -10.1% |
| All | +3,277.4% | +15,408.5% | -12,131.1% | +1,395.9% |
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