+449.1%
PL vs WWD
+166.3%
+282.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.9% |
| 7D | -9.3% | +1.3% | -10.6% | -10.1% |
| 30D | -18.9% | -7.2% | -11.8% | -15.4% |
| 3M | -58.4% | -3.8% | -54.5% | -58.1% |
| 6M | -30.3% | -9.9% | -20.4% | -28.4% |
| YTD | -8.1% | +14.8% | -22.9% | -22.3% |
| 1Y | +180.5% | +42.1% | +138.4% | +102.2% |
| All | +449.1% | +166.3% | +282.8% | +124.3% |
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