+1.6%
PG vs WWD
+167.6%
-166.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.5% |
| 7D | -0.8% | -2.6% | +1.8% | -0.6% |
| 30D | +0.8% | -6.9% | +7.8% | +1.3% |
| 3M | -1.3% | -13.0% | +11.7% | -0.5% |
| 6M | -3.8% | -12.5% | +8.6% | -3.2% |
| YTD | +3.6% | +11.8% | -8.2% | +2.6% |
| 1Y | -5.7% | +41.1% | -46.8% | -8.5% |
| 3Y | +1.6% | +163.1% | -161.5% | -10.4% |
| All | +1.6% | +167.6% | -166.0% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling