+88.3%
RF vs WWD
+166.3%
-78.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.4% |
| 7D | +1.3% | +1.3% | 0.0% | +0.9% |
| 30D | -3.6% | -7.2% | +3.6% | -1.5% |
| 3M | +8.1% | -3.8% | +11.9% | +8.3% |
| 6M | +11.5% | -9.9% | +21.4% | +13.6% |
| YTD | +15.6% | +14.8% | +0.8% | +8.0% |
| 1Y | +15.7% | +42.1% | -26.4% | -0.5% |
| All | +88.3% | +166.3% | -78.0% | +20.3% |
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