+563.5%
RF vs WWD
+13,645.4%
-13,081.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.8% | +0.4% |
| 7D | -1.6% | -2.6% | +0.9% | -0.7% |
| 30D | +5.0% | -7.7% | +12.8% | +8.2% |
| 3M | -10.0% | -17.7% | +7.7% | -2.8% |
| 6M | +3.3% | -15.9% | +19.2% | +9.3% |
| YTD | +7.9% | +1.8% | +6.2% | +4.0% |
| 1Y | +21.2% | +17.4% | +3.8% | +9.2% |
| 3Y | +105.8% | +137.1% | -31.3% | +32.6% |
| 5Y | +43.7% | +162.4% | -118.7% | -13.2% |
| 10Y | +289.4% | +452.5% | -163.1% | +71.2% |
| All | +563.5% | +13,645.4% | -13,081.9% | +76.0% |
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