+40.0%
O vs WWD
+157.3%
-117.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.6% |
| 7D | +3.3% | +4.2% | -0.8% | +3.1% |
| 30D | +10.3% | -0.8% | +11.1% | +10.3% |
| 3M | -3.5% | -8.2% | +4.7% | -3.1% |
| 6M | -1.3% | -9.8% | +8.6% | -1.1% |
| YTD | +10.3% | +10.4% | -0.1% | +9.1% |
| 1Y | +10.4% | +25.5% | -15.1% | +8.4% |
| 3Y | +40.0% | +155.8% | -115.8% | +25.3% |
| All | +40.0% | +157.3% | -117.3% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling