-5.7%
PG vs WWD
+41.6%
-47.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.5% |
| 7D | -0.8% | -2.6% | +1.8% | -0.7% |
| 30D | +0.8% | -6.9% | +7.8% | +1.2% |
| 3M | -1.3% | -13.0% | +11.7% | -0.7% |
| 6M | -3.8% | -12.5% | +8.6% | -3.5% |
| YTD | +3.6% | +11.8% | -8.2% | +4.6% |
| 1Y | -5.7% | +41.1% | -46.8% | -3.7% |
| All | -5.7% | +41.6% | -47.3% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling