+2,781.3%
MSCI vs WWD
+917.5%
+1,863.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.0% | +3.3% | -0.6% |
| 7D | +6.0% | -2.6% | +8.6% | +6.9% |
| 30D | +18.2% | -7.7% | +25.9% | +21.2% |
| 3M | +15.1% | -17.7% | +32.8% | +22.8% |
| 6M | +13.7% | -15.9% | +29.6% | +18.7% |
| YTD | +15.6% | +1.8% | +13.8% | +10.1% |
| 1Y | +16.3% | +17.4% | -1.1% | +4.3% |
| 3Y | +36.9% | +137.1% | -100.2% | -9.5% |
| 5Y | +6.3% | +162.4% | -156.1% | -33.7% |
| 10Y | +823.0% | +452.5% | +370.5% | +281.5% |
| All | +2,781.3% | +917.5% | +1,863.7% | +657.4% |
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