+2,593.6%
NDAQ vs WWD
+3,891.5%
-1,297.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -1.0% |
| 7D | +0.8% | +4.2% | -3.3% | -0.8% |
| 30D | +16.5% | -2.1% | +18.7% | +16.8% |
| 3M | +13.5% | -13.2% | +26.7% | +18.5% |
| 6M | +20.9% | -16.9% | +37.8% | +26.8% |
| YTD | +11.4% | +5.2% | +6.2% | +5.0% |
| 1Y | +25.9% | +20.6% | +5.3% | +12.2% |
| 3Y | +119.9% | +146.3% | -26.5% | +45.2% |
| 5Y | +61.7% | +171.3% | -109.6% | +0.1% |
| 10Y | +481.6% | +471.3% | +10.3% | +134.0% |
| All | +2,593.6% | +3,891.5% | -1,297.9% | +464.0% |
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