+281.3%
P vs WWD
+198.3%
+83.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +6.5% | +1.3% | +5.3% | +5.9% |
| 30D | +18.8% | -7.2% | +26.0% | +23.0% |
| 3M | +26.7% | -3.8% | +30.6% | +27.8% |
| 6M | +62.2% | -9.9% | +72.1% | +67.1% |
| YTD | +48.5% | +14.8% | +33.7% | +34.6% |
| 1Y | +26.4% | +42.1% | -15.7% | +2.5% |
| 3Y | +159.4% | +170.8% | -11.4% | +53.0% |
| All | +281.3% | +198.3% | +83.0% | +107.5% |
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