+15.8%
Q vs WWD
+15.8%
0.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.0% | -1.4% | -3.9% |
| 7D | -10.3% | -2.6% | -7.7% | -8.8% |
| 30D | -17.7% | -7.7% | -9.9% | -13.6% |
| 3M | -18.8% | -17.7% | -1.1% | -9.5% |
| 6M | -24.8% | -15.9% | -8.9% | -18.0% |
| YTD | +35.0% | +1.8% | +33.2% | +36.4% |
| 1Y | +10.7% | +17.4% | -6.7% | +2.5% |
| All | +15.8% | +15.8% | 0.0% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling