+147.8%
PR vs WWD
+527.8%
-380.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.0% | +1.1% | -1.8% |
| 7D | -16.5% | -2.6% | -14.0% | -15.7% |
| 30D | -4.5% | -7.7% | +3.2% | -1.1% |
| 3M | +8.5% | -17.7% | +26.3% | +18.7% |
| 6M | -3.3% | -15.9% | +12.6% | +1.8% |
| YTD | +55.7% | +1.8% | +53.9% | +41.8% |
| 1Y | +82.0% | +17.4% | +64.6% | +50.2% |
| 3Y | +62.5% | +137.1% | -74.7% | -16.9% |
| 5Y | +223.9% | +162.4% | +61.5% | +49.6% |
| 10Y | +64.2% | +452.5% | -388.3% | -28.4% |
| All | +147.8% | +527.8% | -380.0% | +7.1% |
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