-53.2%
S vs WWD
+199.5%
-252.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -7.7% | +1.3% | -9.0% | -8.1% |
| 30D | -5.3% | -7.2% | +1.8% | -2.8% |
| 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% | +18.1% |
| 1Y | +9.5% | +42.1% | -32.5% | -13.6% |
| 3Y | +15.5% | +170.8% | -155.3% | -37.7% |
| 5Y | -71.2% | +197.5% | -268.7% | -86.2% |
| All | -53.2% | +199.5% | -252.7% | -77.8% |
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