+16.8%
MSCI vs WWD
+21.4%
-4.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.3% |
| 7D | +3.0% | +4.0% | -1.0% | +3.3% |
| 30D | +17.8% | +0.4% | +17.4% | +17.8% |
| 3M | +15.2% | -7.9% | +23.1% | +14.2% |
| 6M | +16.5% | -10.6% | +27.1% | +15.0% |
| YTD | +16.4% | +9.4% | +7.0% | +15.5% |
| 1Y | +16.8% | +25.7% | -8.9% | +13.7% |
| All | +16.8% | +21.4% | -4.6% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling