+2,327.9%
NDAQ vs WWD
+4,255.1%
-1,927.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.2% |
| 7D | -2.4% | +1.3% | -3.7% | -2.9% |
| 30D | +2.5% | -7.2% | +9.6% | +5.0% |
| 3M | +9.9% | -3.8% | +13.8% | +10.2% |
| 6M | +9.4% | -9.9% | +19.3% | +11.3% |
| YTD | +0.4% | +14.8% | -14.4% | -7.8% |
| 1Y | +4.0% | +42.1% | -38.0% | -12.5% |
| 3Y | +94.4% | +170.8% | -76.4% | +24.6% |
| 5Y | +56.7% | +197.5% | -140.8% | -5.9% |
| 10Y | +375.3% | +477.8% | -102.5% | +92.1% |
| All | +2,327.9% | +4,255.1% | -1,927.2% | +395.4% |
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