-16.4%
PAAS vs WWD
-10.6%
-5.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.9% |
| 7D | -2.9% | +1.3% | -4.2% | -3.5% |
| 30D | +6.8% | -7.2% | +14.0% | +10.4% |
| 3M | -2.9% | -3.8% | +1.0% | -3.7% |
| 6M | -16.4% | -9.9% | -6.5% | -14.2% |
| All | -16.4% | -10.6% | -5.8% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling