+82.3%
PL vs WWD
+198.3%
-116.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.3% |
| YTD | -8.1% | +14.8% | -22.9% | -20.7% |
| 1Y | +180.5% | +42.1% | +138.4% | +109.5% |
| 3Y | +444.1% | +170.8% | +273.3% | +161.4% |
| All | +82.3% | +198.3% | -116.0% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling