+1,129.2%
PSX vs WWD
+806.4%
+322.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +2.6% |
| 7D | -0.4% | +3.7% | -4.1% | -1.9% |
| 30D | -8.1% | +1.8% | -9.9% | -9.1% |
| 3M | +15.9% | -5.0% | +20.9% | +17.5% |
| 6M | +49.4% | -8.4% | +57.8% | +50.8% |
| YTD | +104.7% | +12.3% | +92.4% | +84.1% |
| 1Y | +89.1% | +26.2% | +62.8% | +59.7% |
| 3Y | +151.7% | +154.6% | -2.8% | +45.6% |
| 5Y | +298.3% | +195.3% | +103.1% | +105.5% |
| 10Y | +357.1% | +466.3% | -109.2% | +62.6% |
| All | +1,129.2% | +806.4% | +322.8% | +230.7% |
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