+589.4%
SE vs WWD
+352.5%
+236.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -6.1% | +1.3% | -7.4% | -6.6% |
| 30D | -2.5% | -7.2% | +4.7% | +0.4% |
| 3M | +21.7% | -3.8% | +25.6% | +22.8% |
| 6M | +27.0% | -9.9% | +36.9% | +30.8% |
| YTD | -12.1% | +14.8% | -27.0% | -18.7% |
| 1Y | -40.9% | +42.1% | -83.0% | -50.4% |
| 3Y | +191.0% | +170.8% | +20.2% | +83.8% |
| 5Y | -68.3% | +197.5% | -265.8% | -80.9% |
| All | +589.4% | +352.5% | +236.8% | +241.8% |
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 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