+561.2%
RF vs WWD
+14,113.5%
-13,552.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.8% |
| 7D | -0.9% | +4.2% | -5.1% | -2.8% |
| 30D | +6.0% | -2.1% | +8.2% | +6.5% |
| 3M | -8.9% | -13.2% | +4.3% | -3.9% |
| 6M | +2.3% | -16.9% | +19.2% | +8.8% |
| YTD | +7.6% | +5.2% | +2.3% | +2.2% |
| 1Y | +21.2% | +20.6% | +0.6% | +7.9% |
| 3Y | +108.5% | +146.3% | -37.8% | +32.1% |
| 5Y | +43.2% | +171.3% | -128.1% | -14.8% |
| 10Y | +288.1% | +471.3% | -183.2% | +68.1% |
| All | +561.2% | +14,113.5% | -13,552.3% | +72.8% |
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