+1,491.5%
PPL vs WWD
+14,113.5%
-12,622.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -1.2% |
| 7D | +0.4% | +4.2% | -3.7% | -0.4% |
| 30D | +5.4% | -2.1% | +7.6% | +5.6% |
| 3M | +4.3% | -13.2% | +17.4% | +6.7% |
| 6M | -1.3% | -16.9% | +15.5% | +1.3% |
| YTD | +4.7% | +5.2% | -0.5% | +2.1% |
| 1Y | +1.3% | +20.6% | -19.3% | -4.0% |
| 3Y | +57.2% | +146.3% | -89.1% | +27.6% |
| 5Y | +48.2% | +171.3% | -123.1% | +16.4% |
| 10Y | +62.7% | +471.3% | -408.6% | +7.4% |
| All | +1,491.5% | +14,113.5% | -12,622.1% | +570.2% |
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