+5,286.6%
O vs WWD
+15,626.2%
-10,339.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | +10.4% | -0.4% | +10.8% | +10.1% |
| 3M | -2.4% | -6.1% | +3.7% | -1.3% |
| 6M | -1.2% | -9.5% | +8.3% | +0.3% |
| YTD | +10.4% | +10.8% | -0.4% | +4.5% |
| 1Y | +11.4% | +23.5% | -12.1% | +1.7% |
| 3Y | +40.4% | +151.3% | -110.9% | +0.2% |
| 5Y | +12.1% | +187.8% | -175.7% | -25.0% |
| 10Y | +82.7% | +461.1% | -378.4% | -4.6% |
| All | +5,286.6% | +15,626.2% | -10,339.6% | +1,643.0% |
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