-48.8%
SE vs WWD
+27.2%
-76.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +5.0% |
| 7D | +6.7% | +7.3% | -0.7% | +4.6% |
| 30D | -17.2% | -2.0% | -15.2% | -16.9% |
| 3M | -28.0% | -12.6% | -15.5% | -25.8% |
| 6M | -6.1% | -8.4% | +2.3% | -5.0% |
| YTD | -37.1% | +8.2% | -45.4% | -37.6% |
| 1Y | -48.8% | +26.5% | -75.3% | -50.6% |
| All | -48.8% | +27.2% | -76.0% | -50.6% |
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