+2,332.5%
PG vs WWD
+15,025.1%
-12,692.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | -2.6% | -5.1% | +2.5% | -2.0% |
| 3M | -3.3% | -11.2% | +7.9% | -2.1% |
| 6M | -6.7% | -12.0% | +5.3% | -5.6% |
| YTD | +1.7% | +12.0% | -10.2% | -0.3% |
| 1Y | -7.9% | +42.8% | -50.7% | -12.8% |
| 3Y | +0.9% | +168.9% | -168.0% | -12.8% |
| 5Y | +12.6% | +192.2% | -179.6% | -4.7% |
| 10Y | +117.2% | +495.3% | -378.1% | +61.7% |
| All | +2,332.5% | +15,025.1% | -12,692.6% | +1,183.0% |
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