+1,902.0%
PFE vs WWD
+15,408.5%
-13,506.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.5% |
| 30D | +10.2% | -7.2% | +17.4% | +11.5% |
| 3M | +12.7% | -3.8% | +16.5% | +13.0% |
| 6M | +10.5% | -9.9% | +20.4% | +11.7% |
| YTD | +20.2% | +14.8% | +5.3% | +16.3% |
| 1Y | +24.1% | +42.1% | -18.0% | +15.6% |
| 3Y | -3.6% | +170.8% | -174.4% | -20.4% |
| 5Y | -20.9% | +197.5% | -218.4% | -36.8% |
| 10Y | +35.8% | +477.8% | -442.0% | -7.7% |
| All | +1,902.0% | +15,408.5% | -13,506.6% | +780.7% |
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