-85.6%
SMR vs WWD
+27.2%
-112.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.5% |
| 7D | -9.5% | +7.3% | -16.9% | -12.9% |
| 30D | -33.2% | -2.0% | -31.2% | -32.5% |
| 3M | -45.9% | -12.6% | -33.4% | -42.1% |
| 6M | -57.9% | -8.4% | -49.5% | -56.7% |
| YTD | -63.8% | +8.2% | -72.0% | -66.0% |
| 1Y | -85.6% | +26.5% | -112.1% | -86.3% |
| All | -85.6% | +27.2% | -112.8% | -86.3% |
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