+37.0%
PL vs WWD
+190.4%
-153.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.9% | +9.6% | +11.4% |
| 7D | +10.9% | +4.2% | +6.7% | +8.8% |
| 30D | -16.4% | -0.8% | -15.6% | -15.5% |
| 3M | -39.9% | -8.2% | -31.8% | -36.6% |
| 6M | -63.2% | -9.8% | -53.3% | -61.3% |
| YTD | -27.1% | +10.4% | -37.5% | -35.5% |
| 1Y | +12.2% | +25.5% | -13.3% | -9.0% |
| 3Y | +584.3% | +155.8% | +428.5% | +234.0% |
| 5Y | +37.0% | +187.3% | -150.3% | -38.8% |
| All | +37.0% | +190.4% | -153.4% | -38.8% |
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