+1,149.3%
PSX vs WWD
+788.6%
+360.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.4% |
| 7D | +6.4% | +8.2% | -1.7% | +3.0% |
| 30D | -10.2% | -0.2% | -10.0% | -10.5% |
| 3M | +17.2% | -8.4% | +25.6% | +20.6% |
| 6M | +51.8% | -9.5% | +61.3% | +54.0% |
| YTD | +108.0% | +10.1% | +97.9% | +88.6% |
| 1Y | +96.1% | +21.6% | +74.6% | +68.4% |
| 3Y | +155.9% | +149.6% | +6.3% | +49.1% |
| 5Y | +306.9% | +191.3% | +115.6% | +110.9% |
| 10Y | +364.5% | +455.2% | -90.6% | +66.6% |
| All | +1,149.3% | +788.6% | +360.7% | +238.8% |
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 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