+119.6%
RF vs WWD
+157.3%
-37.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +0.8% |
| 7D | -0.1% | +4.2% | -4.3% | -1.4% |
| 30D | +7.0% | -0.8% | +7.8% | +7.0% |
| 3M | -7.0% | -8.2% | +1.2% | -5.1% |
| 6M | +6.8% | -9.8% | +16.6% | +8.7% |
| YTD | +9.9% | +10.4% | -0.5% | +4.0% |
| 1Y | +21.1% | +25.5% | -4.3% | +9.3% |
| 3Y | +119.6% | +155.8% | -36.2% | +62.6% |
| All | +119.6% | +157.3% | -37.7% | +62.6% |
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