+12.0%
MSCI vs WWD
+21.1%
-9.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.7% | -2.0% |
| 7D | +2.8% | +4.2% | -1.3% | +3.2% |
| 30D | +15.4% | -2.1% | +17.6% | +15.2% |
| 3M | +13.4% | -13.2% | +26.6% | +11.9% |
| 6M | +10.9% | -16.9% | +27.8% | +9.0% |
| YTD | +13.0% | +5.2% | +7.7% | +11.7% |
| 1Y | +12.0% | +20.6% | -8.6% | +8.7% |
| All | +12.0% | +21.1% | -9.0% | +8.7% |
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