+83.0%
PL vs WWD
+186.7%
-103.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.6% |
| 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% | -19.6% |
| 1Y | +180.5% | +42.1% | +138.4% | +115.0% |
| 3Y | +444.1% | +170.8% | +273.3% | +183.1% |
| 5Y | +83.0% | +197.5% | -114.5% | -12.3% |
| All | +83.0% | +186.7% | -103.7% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling