+108.7%
SMR vs WWD
+149.7%
-41.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.0% | -5.9% | -6.2% |
| 7D | +10.3% | +8.2% | +2.1% | +3.9% |
| 30D | -25.7% | -0.2% | -25.6% | -25.2% |
| 3M | -49.7% | -8.4% | -41.3% | -46.2% |
| 6M | -59.8% | -9.5% | -50.3% | -57.6% |
| YTD | -66.0% | +10.1% | -76.1% | -69.9% |
| 1Y | -81.4% | +21.6% | -103.0% | -85.2% |
| All | +108.7% | +149.7% | -41.0% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling