+12.4%
O vs WWD
+190.4%
-178.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.2% |
| 7D | +3.3% | +4.2% | -0.8% | +2.7% |
| 30D | +10.3% | -0.8% | +11.1% | +10.3% |
| 3M | -3.5% | -8.2% | +4.7% | -2.6% |
| 6M | -1.3% | -9.8% | +8.6% | -0.6% |
| YTD | +10.3% | +10.4% | -0.1% | +7.2% |
| 1Y | +10.4% | +25.5% | -15.1% | +4.9% |
| 3Y | +40.0% | +155.8% | -115.8% | +12.3% |
| 5Y | +12.4% | +187.3% | -175.0% | -13.9% |
| All | +12.4% | +190.4% | -178.1% | -13.9% |
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