+449.6%
P vs WWD
+670.7%
-221.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -6.0% | -10.4% | -13.5% |
| 7D | -31.9% | -2.6% | -29.3% | -30.9% |
| 30D | -36.5% | -7.7% | -28.8% | -33.9% |
| 3M | +11.6% | -17.7% | +29.3% | +22.6% |
| 6M | +25.2% | -15.9% | +41.1% | +34.6% |
| YTD | +39.4% | +1.8% | +37.7% | +35.1% |
| 1Y | -3.7% | +17.4% | -21.1% | -13.0% |
| 3Y | +167.3% | +137.1% | +30.2% | +70.3% |
| 5Y | +237.3% | +162.4% | +74.9% | +99.6% |
| 10Y | +698.6% | +452.5% | +246.1% | +220.6% |
| All | +449.6% | +670.7% | -221.0% | +109.0% |
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