+74.7%
PBR vs WWD
+41.6%
+33.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.6% |
| 7D | +5.4% | -2.6% | +8.0% | +5.0% |
| 30D | +22.9% | -6.9% | +29.8% | +21.8% |
| 3M | +19.6% | -13.0% | +32.7% | +17.6% |
| 6M | +16.5% | -12.5% | +28.9% | +15.0% |
| YTD | +86.7% | +11.8% | +74.8% | +85.8% |
| 1Y | +74.7% | +41.1% | +33.7% | +74.8% |
| All | +74.7% | +41.6% | +33.2% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling