+95.8%
NI vs WWD
+191.3%
-95.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | +1.3% | +0.6% | +0.6% | +1.2% |
| 30D | -0.3% | -5.1% | +4.8% | +0.5% |
| 3M | -9.5% | -11.2% | +1.8% | -8.1% |
| 6M | -10.2% | -12.0% | +1.8% | -9.1% |
| YTD | +1.8% | +12.0% | -10.2% | -1.4% |
| 1Y | +5.7% | +42.8% | -37.1% | -2.5% |
| 3Y | +69.6% | +168.9% | -99.3% | +34.6% |
| 5Y | +95.8% | +192.2% | -96.4% | +45.4% |
| All | +95.8% | +191.3% | -95.5% | +45.4% |
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 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