+3,598.9%
SO vs WWD
+14,867.0%
-11,268.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +8.7% | -0.4% | +9.1% | +8.6% |
| 3M | +3.4% | -6.1% | +9.5% | +3.9% |
| 6M | +3.7% | -9.5% | +13.2% | +4.4% |
| YTD | +10.0% | +10.8% | -0.8% | +7.8% |
| 1Y | +6.6% | +23.5% | -16.9% | +2.9% |
| 3Y | +52.5% | +151.3% | -98.8% | +33.6% |
| 5Y | +76.1% | +187.8% | -111.8% | +50.2% |
| 10Y | +194.9% | +461.1% | -266.2% | +127.5% |
| All | +3,598.9% | +14,867.0% | -11,268.1% | +2,158.1% |
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