+1,449.6%
NET vs WWD
+233.7%
+1,215.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.3% |
| 7D | -7.0% | +1.3% | -8.3% | -7.3% |
| 30D | -4.8% | -7.2% | +2.4% | -2.8% |
| 3M | +3.8% | -3.8% | +7.7% | +4.0% |
| 6M | +50.0% | -9.9% | +60.0% | +52.3% |
| YTD | +41.5% | +14.8% | +26.7% | +32.5% |
| 1Y | +32.8% | +42.1% | -9.2% | +15.7% |
| 3Y | +335.9% | +170.8% | +165.1% | +214.2% |
| 5Y | +113.8% | +197.5% | -83.7% | +46.7% |
| All | +1,449.6% | +233.7% | +1,215.9% | +1,115.6% |
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