+144.0%
PSX vs WWD
+155.8%
-11.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -7.8% | +0.4% | -8.2% | -7.9% |
| 30D | -9.9% | -0.4% | -9.5% | -9.9% |
| 3M | +16.9% | -6.1% | +23.0% | +17.5% |
| 6M | +48.0% | -9.5% | +57.5% | +48.2% |
| YTD | +98.3% | +10.8% | +87.5% | +87.8% |
| 1Y | +86.2% | +23.5% | +62.6% | +71.2% |
| 3Y | +144.0% | +151.3% | -7.3% | +97.3% |
| All | +144.0% | +155.8% | -11.8% | +97.3% |
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