+415.3%
PR vs WWD
+198.3%
+217.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +2.9% | +1.3% | +1.6% | +2.4% |
| 30D | +18.0% | -7.2% | +25.2% | +20.6% |
| 3M | +16.9% | -3.8% | +20.7% | +16.3% |
| 6M | +28.2% | -9.9% | +38.1% | +28.8% |
| YTD | +69.3% | +14.8% | +54.5% | +51.2% |
| 1Y | +69.5% | +42.1% | +27.4% | +34.7% |
| 3Y | +81.7% | +170.8% | -89.1% | +0.5% |
| All | +415.3% | +198.3% | +217.0% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling