+455.3%
PL vs WWD
+145.1%
+310.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.4% | +7.0% | +8.3% |
| 7D | -6.8% | +4.2% | -11.0% | -8.8% |
| 30D | -29.3% | -2.1% | -27.2% | -28.1% |
| 3M | -44.8% | -13.2% | -31.6% | -40.0% |
| 6M | -68.4% | -16.9% | -51.5% | -65.2% |
| YTD | -36.4% | +5.2% | -41.6% | -42.8% |
| 1Y | +0.7% | +20.6% | -19.9% | -17.5% |
| 3Y | +455.3% | +146.3% | +309.0% | +192.3% |
| All | +455.3% | +145.1% | +310.2% | +192.3% |
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