+267.7%
PR vs WWD
+187.3%
+80.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +6.0% | +4.0% | +2.0% | +4.6% |
| 30D | -4.2% | +0.4% | -4.6% | -4.6% |
| 3M | +10.0% | -7.9% | +17.9% | +12.2% |
| 6M | +15.6% | -10.6% | +26.2% | +17.1% |
| YTD | +68.2% | +9.4% | +58.8% | +51.9% |
| 1Y | +79.2% | +25.7% | +53.5% | +50.1% |
| 3Y | +94.9% | +148.5% | -53.6% | +11.7% |
| All | +267.7% | +187.3% | +80.4% | +90.6% |
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