+47.4%
SO vs WWD
+166.3%
-118.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -0.2% | +1.3% | -1.4% | -0.2% |
| 30D | -4.6% | -7.2% | +2.6% | -4.4% |
| 3M | -3.0% | -3.8% | +0.8% | -3.1% |
| 6M | -8.3% | -9.9% | +1.7% | -8.2% |
| YTD | +3.5% | +14.8% | -11.3% | +2.8% |
| 1Y | -0.9% | +42.1% | -43.0% | -2.4% |
| All | +47.4% | +166.3% | -118.9% | +31.3% |
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 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