+363.8%
PSX vs WWD
+192.1%
+171.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.0% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | +27.8% | -6.4% | +34.2% | +29.3% |
| 3M | +42.0% | -5.6% | +47.7% | +42.1% |
| 6M | +58.1% | -9.1% | +67.2% | +58.1% |
| YTD | +105.0% | +12.5% | +92.5% | +92.1% |
| 1Y | +104.9% | +41.3% | +63.6% | +78.3% |
| 3Y | +134.1% | +170.2% | -36.2% | +61.4% |
| 5Y | +363.8% | +192.5% | +171.3% | +200.0% |
| All | +363.8% | +192.1% | +171.7% | +200.0% |
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