-13.6%
SKDD vs WWD
-19.1%
+5.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.9% | +12.3% | +8.5% |
| 7D | +28.7% | +7.3% | +21.3% | +37.7% |
| 30D | +54.1% | -2.0% | +56.0% | +53.8% |
| 3M | -22.7% | -12.6% | -10.1% | -21.5% |
| All | -13.6% | -19.1% | +5.4% | -11.4% |
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 · Available span rolling