+46.9%
PM vs WWD
+27.2%
+19.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.5% |
| 7D | +4.3% | +7.3% | -3.1% | +4.6% |
| 30D | +11.5% | -2.0% | +13.5% | +11.4% |
| 3M | +13.0% | -12.6% | +25.6% | +12.7% |
| 6M | +25.9% | -8.4% | +34.3% | +25.4% |
| YTD | +34.0% | +8.2% | +25.8% | +31.2% |
| 1Y | +46.9% | +26.5% | +20.4% | +37.0% |
| All | +46.9% | +27.2% | +19.7% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling