-44.7%
S vs WWD
+188.0%
-232.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.9% | +3.1% | +6.2% |
| 7D | +1.6% | +4.2% | -2.6% | +0.2% |
| 30D | -10.5% | -0.8% | -9.7% | -10.3% |
| 3M | +9.9% | -8.2% | +18.1% | +12.9% |
| 6M | +41.8% | -9.8% | +51.6% | +44.6% |
| YTD | +56.8% | +10.4% | +46.4% | +41.3% |
| 1Y | +39.0% | +25.5% | +13.5% | +16.4% |
| 3Y | +53.8% | +155.8% | -102.0% | -15.2% |
| 5Y | -68.6% | +187.3% | -255.9% | -84.7% |
| All | -44.7% | +188.0% | -232.7% | -73.4% |
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