+1,573.8%
PBR vs WWD
+8,552.6%
-6,978.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.4% |
| 7D | +8.6% | +1.3% | +7.3% | +7.9% |
| 30D | +12.8% | -7.2% | +20.0% | +16.2% |
| 3M | +14.7% | -3.8% | +18.5% | +14.5% |
| 6M | +25.2% | -9.9% | +35.1% | +26.5% |
| YTD | +77.1% | +14.8% | +62.3% | +58.3% |
| 1Y | +69.6% | +42.1% | +27.5% | +35.0% |
| 3Y | +95.6% | +170.8% | -75.2% | +8.8% |
| 5Y | +501.8% | +197.5% | +304.2% | +203.7% |
| 10Y | +640.6% | +477.8% | +162.8% | +165.6% |
| All | +1,573.8% | +8,552.6% | -6,978.8% | +149.4% |
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