+130.4%
PSX vs WWD
+169.6%
-39.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +4.5% | +1.3% | +3.3% | +4.4% |
| 30D | +26.6% | -7.2% | +33.8% | +27.5% |
| 3M | +39.3% | -3.8% | +43.1% | +38.7% |
| 6M | +56.8% | -9.9% | +66.7% | +57.0% |
| YTD | +101.8% | +14.8% | +87.0% | +90.4% |
| 1Y | +99.6% | +42.1% | +57.5% | +77.7% |
| All | +130.4% | +169.6% | -39.2% | +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 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