+572.2%
PBR vs WWD
+187.1%
+385.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.3% |
| 7D | +4.2% | -2.9% | +7.1% | +4.5% |
| 30D | +22.7% | -6.6% | +29.3% | +23.5% |
| 3M | +21.5% | -9.3% | +30.8% | +22.1% |
| 6M | +24.0% | -13.6% | +37.6% | +24.9% |
| YTD | +88.2% | +10.4% | +77.9% | +81.2% |
| 1Y | +74.8% | +39.9% | +34.9% | +59.9% |
| 3Y | +105.1% | +165.0% | -59.9% | +61.9% |
| 5Y | +572.2% | +183.8% | +388.5% | +421.0% |
| All | +572.2% | +187.1% | +385.1% | +421.0% |
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 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