-75.5%
SMR vs WWD
+41.6%
-117.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.4% | -17.0% | -16.4% |
| 7D | -11.2% | -2.6% | -8.6% | -10.2% |
| 30D | -10.2% | -6.9% | -3.3% | -6.9% |
| 3M | -10.0% | -13.0% | +3.0% | -3.7% |
| 6M | -30.5% | -12.5% | -18.0% | -26.2% |
| YTD | -39.2% | +11.8% | -51.1% | -44.1% |
| 1Y | -75.5% | +41.1% | -116.6% | -78.8% |
| All | -75.5% | +41.6% | -117.1% | -78.8% |
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 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