+62.6%
NDAQ vs WWD
+170.1%
-107.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -0.4% |
| 7D | +0.8% | +4.2% | -3.3% | 0.0% |
| 30D | +16.5% | -2.1% | +18.7% | +16.7% |
| 3M | +13.5% | -13.2% | +26.7% | +16.4% |
| 6M | +20.9% | -16.9% | +37.8% | +24.2% |
| YTD | +11.4% | +5.2% | +6.2% | +6.3% |
| 1Y | +25.9% | +20.6% | +5.3% | +15.0% |
| 3Y | +119.9% | +146.3% | -26.5% | +57.4% |
| All | +62.6% | +170.1% | -107.5% | +7.9% |
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