+11.1%
PL vs WWD
+170.7%
-159.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.0% | -4.1% | -6.4% |
| 7D | -20.5% | -2.6% | -18.0% | -19.1% |
| 30D | -38.8% | -7.7% | -31.0% | -35.5% |
| 3M | -49.1% | -17.7% | -31.4% | -42.7% |
| 6M | -69.4% | -15.9% | -53.5% | -66.4% |
| YTD | -42.3% | +1.8% | -44.1% | -46.5% |
| 1Y | -14.2% | +17.4% | -31.6% | -27.7% |
| 3Y | +398.7% | +137.1% | +261.6% | +154.4% |
| 5Y | +11.1% | +162.4% | -151.3% | -48.3% |
| All | +11.1% | +170.7% | -159.5% | -48.3% |
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 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