+73.2%
PR vs WWD
+145.1%
-71.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.3% |
| 7D | -16.4% | +4.2% | -20.6% | -17.0% |
| 30D | -1.9% | -2.1% | +0.2% | -1.6% |
| 3M | +8.0% | -13.2% | +21.1% | +10.4% |
| 6M | +4.1% | -16.9% | +21.0% | +6.5% |
| YTD | +58.7% | +5.2% | +53.5% | +46.5% |
| 1Y | +75.8% | +20.6% | +55.2% | +52.0% |
| 3Y | +73.2% | +146.3% | -73.2% | +17.9% |
| All | +73.2% | +145.1% | -71.9% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling