+516.5%
PL vs WWD
+148.2%
+368.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +10.0% | +4.0% | +6.1% | +7.7% |
| 30D | -2.3% | +0.4% | -2.7% | -2.0% |
| 3M | -44.2% | -7.9% | -36.3% | -41.3% |
| 6M | -66.1% | -10.6% | -55.5% | -64.3% |
| YTD | -30.0% | +9.4% | -39.4% | -38.4% |
| 1Y | +21.0% | +25.7% | -4.7% | -3.5% |
| 3Y | +516.5% | +148.5% | +368.0% | +213.6% |
| All | +516.5% | +148.2% | +368.4% | +213.6% |
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