+1.5%
SMR vs WWD
+174.1%
-172.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.7% |
| 7D | +4.7% | -2.9% | +7.6% | +6.4% |
| 30D | +3.2% | -6.6% | +9.8% | +7.2% |
| 3M | +9.9% | -9.3% | +19.2% | +15.2% |
| 6M | -15.1% | -13.6% | -1.5% | -8.5% |
| YTD | -27.9% | +10.4% | -38.3% | -33.2% |
| 1Y | -70.2% | +39.9% | -110.1% | -76.4% |
| 3Y | +72.5% | +165.0% | -92.6% | +3.9% |
| All | +1.5% | +174.1% | -172.6% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling