-40.9%
SE vs WWD
+41.9%
-82.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -6.1% | +1.3% | -7.4% | -6.4% |
| 30D | -2.5% | -7.2% | +4.7% | -0.7% |
| 3M | +21.7% | -3.8% | +25.6% | +22.0% |
| 6M | +27.0% | -9.9% | +36.9% | +28.6% |
| YTD | -12.1% | +14.8% | -27.0% | -14.6% |
| 1Y | -40.9% | +42.1% | -83.0% | -44.9% |
| All | -40.9% | +41.9% | -82.8% | -44.9% |
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