-46.2%
SE vs WWD
+21.4%
-67.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.5% | +4.0% | -4.4% | -1.6% |
| 30D | -20.9% | +0.4% | -21.3% | -21.1% |
| 3M | -38.9% | -7.9% | -31.0% | -37.9% |
| 6M | -19.4% | -10.6% | -8.8% | -18.1% |
| YTD | -40.9% | +9.4% | -50.3% | -40.7% |
| 1Y | -46.2% | +25.7% | -71.9% | -46.8% |
| All | -46.2% | +21.4% | -67.6% | -46.8% |
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 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