+1,112.1%
PSX vs WWD
+826.9%
+285.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +4.5% | +1.3% | +3.3% | +3.9% |
| 30D | +26.6% | -7.2% | +33.8% | +30.3% |
| 3M | +39.3% | -3.8% | +43.1% | +39.0% |
| 6M | +56.8% | -9.9% | +66.7% | +58.0% |
| YTD | +101.8% | +14.8% | +87.0% | +80.9% |
| 1Y | +99.6% | +42.1% | +57.5% | +60.2% |
| 3Y | +140.3% | +170.8% | -30.4% | +35.5% |
| 5Y | +339.3% | +197.5% | +141.8% | +127.3% |
| 10Y | +369.9% | +477.8% | -108.0% | +66.6% |
| All | +1,112.1% | +826.9% | +285.2% | +225.0% |
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 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