-50.5%
SE vs WWD
+25.7%
-76.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -19.4% | -0.4% | -19.0% | -19.4% |
| 3M | -33.1% | -6.1% | -27.0% | -32.3% |
| 6M | -11.4% | -9.5% | -1.9% | -10.2% |
| YTD | -39.8% | +10.8% | -50.6% | -40.5% |
| 1Y | -50.5% | +23.5% | -74.0% | -52.0% |
| All | -50.5% | +25.7% | -76.2% | -52.0% |
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 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