-73.1%
SMR vs WWD
+41.9%
-115.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | +4.4% | +1.3% | +3.1% | +3.6% |
| 30D | +3.4% | -7.2% | +10.6% | +7.7% |
| 3M | -19.2% | -3.8% | -15.3% | -19.0% |
| 6M | -22.6% | -9.9% | -12.7% | -19.1% |
| YTD | -31.5% | +14.8% | -46.4% | -37.5% |
| 1Y | -73.1% | +42.1% | -115.2% | -76.2% |
| All | -73.1% | +41.9% | -115.0% | -76.2% |
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