-72.0%
S vs WWD
+198.3%
-270.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -7.7% | +1.3% | -9.0% | -8.2% |
| 30D | -5.3% | -7.2% | +1.8% | -2.7% |
| 3M | +20.3% | -3.8% | +24.1% | +20.3% |
| 6M | +47.4% | -9.9% | +57.3% | +49.6% |
| YTD | +32.5% | +14.8% | +17.7% | +17.4% |
| 1Y | +9.5% | +42.1% | -32.5% | -14.7% |
| 3Y | +15.5% | +170.8% | -155.3% | -40.2% |
| All | -72.0% | +198.3% | -270.3% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling