+2,742.6%
MRSH vs WWD
+15,025.1%
-12,282.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -5.9% | +0.6% | -6.5% | -6.0% |
| 30D | -7.3% | -5.1% | -2.2% | -6.4% |
| 3M | +7.4% | -11.2% | +18.7% | +9.6% |
| 6M | -0.7% | -12.0% | +11.4% | +0.8% |
| YTD | -3.2% | +12.0% | -15.1% | -7.2% |
| 1Y | -10.6% | +42.8% | -53.4% | -19.3% |
| 3Y | -4.6% | +168.9% | -173.5% | -26.7% |
| 5Y | +19.3% | +192.2% | -172.9% | -11.4% |
| 10Y | +217.3% | +495.3% | -278.0% | +91.3% |
| All | +2,742.6% | +15,025.1% | -12,282.5% | +894.3% |
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 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