+20.2%
RF vs WWD
+25.3%
-5.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.2% |
| 7D | -0.1% | +4.2% | -4.3% | -1.1% |
| 30D | +7.0% | -0.8% | +7.8% | +7.0% |
| 3M | -7.0% | -8.2% | +1.2% | -5.5% |
| 6M | +6.8% | -9.8% | +16.6% | +7.9% |
| YTD | +9.9% | +10.4% | -0.5% | +6.0% |
| All | +20.2% | +25.3% | -5.0% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling