-7.5%
MSCI vs WWD
+198.3%
-205.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +0.6% | -7.2% | +7.7% | +2.2% |
| 3M | -7.1% | -3.8% | -3.2% | -7.2% |
| 6M | +0.8% | -9.9% | +10.7% | +1.7% |
| YTD | +1.0% | +14.8% | -13.8% | -6.5% |
| 1Y | +4.3% | +42.1% | -37.8% | -11.1% |
| 3Y | +9.9% | +170.8% | -160.8% | -30.0% |
| All | -7.5% | +198.3% | -205.7% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling