+42,970.9%
RMD vs WWD
+19,485.4%
+23,485.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | -0.8% | +3.7% | -4.6% | -1.8% |
| 30D | +1.7% | +1.8% | -0.1% | +1.0% |
| 3M | +6.4% | -5.0% | +11.4% | +7.2% |
| 6M | +20.7% | -8.4% | +29.1% | +22.1% |
| YTD | -0.2% | +12.3% | -12.4% | -4.4% |
| 1Y | -4.5% | +26.2% | -30.8% | -11.3% |
| 3Y | +70.5% | +154.6% | -84.0% | +31.7% |
| 5Y | -1.6% | +195.3% | -196.9% | -27.7% |
| 10Y | +342.7% | +466.3% | -123.6% | +161.7% |
| All | +42,970.9% | +19,485.4% | +23,485.5% | +11,226.8% |
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