+826.4%
PM vs WWD
+1,323.7%
-497.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -6.6% | +0.4% | -7.1% | -6.8% |
| 30D | -3.4% | -0.4% | -3.0% | -3.6% |
| 3M | +5.3% | -6.1% | +11.4% | +6.2% |
| 6M | +15.5% | -9.5% | +25.0% | +16.7% |
| YTD | +24.3% | +10.8% | +13.4% | +19.4% |
| 1Y | +29.7% | +23.5% | +6.2% | +21.6% |
| 3Y | +144.9% | +151.3% | -6.3% | +93.8% |
| 5Y | +159.0% | +187.8% | -28.8% | +95.4% |
| 10Y | +250.9% | +461.1% | -210.2% | +118.6% |
| All | +826.4% | +1,323.7% | -497.2% | +373.6% |
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