-44.6%
PL vs WWD
-11.4%
-33.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -5.5% |
| 7D | -11.7% | +7.3% | -19.1% | -13.8% |
| 30D | -27.1% | -2.0% | -25.2% | -26.1% |
| 3M | -44.6% | -12.6% | -32.0% | -41.0% |
| All | -44.6% | -11.4% | -33.2% | -41.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling