+36.3%
S vs WWD
+25.7%
+10.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -10.8% | -0.4% | -10.4% | -10.9% |
| 3M | +5.4% | -6.1% | +11.5% | +4.8% |
| 6M | +41.2% | -9.5% | +50.7% | +39.9% |
| YTD | +56.2% | +10.8% | +45.4% | +53.5% |
| 1Y | +36.3% | +23.5% | +12.8% | +30.5% |
| All | +36.3% | +25.7% | +10.6% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling