+763.1%
PM vs WWD
+1,375.2%
-612.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.2% |
| 7D | -4.9% | +1.3% | -6.2% | -5.1% |
| 30D | -3.4% | -7.2% | +3.8% | -2.1% |
| 3M | +5.2% | -3.8% | +9.0% | +5.4% |
| 6M | +3.7% | -9.9% | +13.6% | +4.8% |
| YTD | +15.8% | +14.8% | +0.9% | +10.8% |
| 1Y | +17.4% | +42.1% | -24.7% | +7.1% |
| 3Y | +116.9% | +170.8% | -53.9% | +69.5% |
| 5Y | +117.3% | +197.5% | -80.2% | +63.3% |
| 10Y | +193.8% | +477.8% | -284.1% | +82.4% |
| All | +763.1% | +1,375.2% | -612.1% | +339.7% |
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