+290.4%
P vs WWD
+183.1%
+107.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.3% | +4.3% |
| 7D | +17.8% | +8.2% | +9.7% | +13.4% |
| 30D | -29.9% | -0.2% | -29.7% | -29.5% |
| 3M | -1.2% | -8.4% | +7.2% | +3.4% |
| 6M | +32.1% | -9.5% | +41.6% | +37.3% |
| YTD | +64.3% | +10.1% | +54.2% | +52.3% |
| 1Y | +24.3% | +21.6% | +2.7% | +9.4% |
| 3Y | +203.2% | +149.6% | +53.6% | +86.1% |
| 5Y | +290.4% | +191.3% | +99.1% | +118.8% |
| All | +290.4% | +183.1% | +107.4% | +118.8% |
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