+454.9%
PBR vs WWD
+187.3%
+267.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -1.0% | +4.0% | -5.0% | -1.4% |
| 30D | -29.3% | +0.4% | -29.7% | -29.4% |
| 3M | +5.5% | -7.9% | +13.4% | +6.2% |
| 6M | -2.9% | -10.6% | +7.7% | -2.5% |
| YTD | +61.5% | +9.4% | +52.1% | +55.6% |
| 1Y | +46.9% | +25.7% | +21.1% | +37.6% |
| 3Y | +66.4% | +148.5% | -82.1% | +34.4% |
| All | +454.9% | +187.3% | +267.6% | +346.2% |
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 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