-48.8%
S vs WWD
+174.5%
-223.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +0.4% |
| 7D | -13.4% | +4.2% | -17.6% | -14.8% |
| 30D | -14.0% | -2.1% | -11.8% | -13.4% |
| 3M | +4.9% | -13.2% | +18.0% | +9.8% |
| 6M | +42.0% | -16.9% | +58.9% | +49.2% |
| YTD | +45.1% | +5.2% | +39.9% | +33.0% |
| 1Y | +33.1% | +20.6% | +12.5% | +12.8% |
| 3Y | +40.6% | +146.3% | -105.7% | -21.6% |
| 5Y | -67.5% | +171.3% | -238.8% | -83.9% |
| All | -48.8% | +174.5% | -223.3% | -75.0% |
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