+1.2%
SO vs WWD
+40.3%
-39.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.0% |
| 7D | +1.0% | +0.8% | +0.2% | +1.0% |
| 30D | -3.2% | -6.4% | +3.2% | -3.2% |
| 3M | -1.7% | -5.6% | +3.9% | -1.8% |
| 6M | -7.2% | -9.1% | +1.9% | -7.3% |
| YTD | +4.6% | +12.5% | -8.0% | +4.3% |
| 1Y | +1.2% | +41.3% | -40.1% | +2.2% |
| All | +1.2% | +40.3% | -39.1% | +2.2% |
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