+3,380.0%
SO vs WWD
+15,408.5%
-12,028.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -0.2% | +1.3% | -1.4% | -0.3% |
| 30D | -4.6% | -7.2% | +2.6% | -3.8% |
| 3M | -3.0% | -3.8% | +0.8% | -2.8% |
| 6M | -8.3% | -9.9% | +1.7% | -7.6% |
| YTD | +3.5% | +14.8% | -11.3% | +1.2% |
| 1Y | -0.9% | +42.1% | -43.0% | -5.8% |
| 3Y | +45.4% | +170.8% | -125.4% | +26.4% |
| 5Y | +59.6% | +197.5% | -137.9% | +35.8% |
| 10Y | +156.6% | +477.8% | -321.2% | +97.5% |
| All | +3,380.0% | +15,408.5% | -12,028.5% | +2,019.6% |
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