+1,425.7%
PBR vs WWD
+8,143.7%
-6,718.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | -1.0% | +4.0% | -5.0% | -2.9% |
| 30D | -29.3% | +0.4% | -29.7% | -29.9% |
| 3M | +5.5% | -7.9% | +13.4% | +8.1% |
| 6M | -2.9% | -10.6% | +7.7% | -1.0% |
| YTD | +61.5% | +9.4% | +52.1% | +46.1% |
| 1Y | +46.9% | +25.7% | +21.1% | +23.2% |
| 3Y | +66.4% | +148.5% | -82.1% | -4.3% |
| 5Y | +460.3% | +189.5% | +270.8% | +183.4% |
| 10Y | +564.6% | +451.8% | +112.9% | +140.7% |
| All | +1,425.7% | +8,143.7% | -6,718.0% | +130.1% |
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