+7.5%
SMR vs WWD
+178.2%
-170.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | +13.1% | +0.6% | +12.4% | +12.4% |
| 30D | +17.8% | -5.1% | +22.9% | +21.0% |
| 3M | +8.1% | -11.2% | +19.3% | +15.0% |
| 6M | -11.1% | -12.0% | +0.9% | -5.3% |
| YTD | -23.7% | +12.0% | -35.7% | -29.9% |
| 1Y | -69.4% | +42.8% | -112.2% | -76.1% |
| 3Y | +82.6% | +168.9% | -86.3% | +9.0% |
| All | +7.5% | +178.2% | -170.7% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling