+221.7%
PR vs WWD
+170.1%
+51.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.9% |
| 7D | -16.4% | +4.2% | -20.6% | -17.5% |
| 30D | -1.9% | -2.1% | +0.2% | -1.5% |
| 3M | +8.0% | -13.2% | +21.1% | +12.2% |
| 6M | +4.1% | -16.9% | +21.0% | +8.3% |
| YTD | +58.7% | +5.2% | +53.5% | +45.2% |
| 1Y | +75.8% | +20.6% | +55.2% | +49.3% |
| 3Y | +73.2% | +146.3% | -73.2% | -1.1% |
| All | +221.7% | +170.1% | +51.6% | +72.2% |
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 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