-3.6%
SMR vs WWD
+185.2%
-188.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.2% |
| 7D | +4.4% | +1.3% | +3.1% | +3.6% |
| 30D | +3.4% | -7.2% | +10.6% | +8.0% |
| 3M | -19.2% | -3.8% | -15.3% | -18.4% |
| 6M | -22.6% | -9.9% | -12.7% | -18.6% |
| YTD | -31.5% | +14.8% | -46.4% | -37.9% |
| 1Y | -73.1% | +42.1% | -115.2% | -78.8% |
| 3Y | +55.0% | +170.8% | -115.8% | -8.4% |
| All | -3.6% | +185.2% | -188.8% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling