+56.8%
PSX vs WWD
-10.6%
+67.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.5% |
| 7D | +4.5% | +1.3% | +3.3% | +5.0% |
| 30D | +26.6% | -7.2% | +33.8% | +23.5% |
| 3M | +39.3% | -3.8% | +43.1% | +38.7% |
| 6M | +56.8% | -9.9% | +66.7% | +54.8% |
| All | +56.8% | -10.6% | +67.4% | +54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling