-25.9%
SPOT vs WWD
+40.3%
-66.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | -0.4% |
| 7D | -6.9% | -2.9% | -4.0% | -7.2% |
| 30D | +4.1% | -6.6% | +10.7% | +3.2% |
| 3M | +3.7% | -9.3% | +13.0% | +2.1% |
| 6M | -1.6% | -13.6% | +12.0% | -3.5% |
| YTD | -10.2% | +10.4% | -20.5% | -11.0% |
| 1Y | -25.9% | +39.9% | -65.8% | -26.3% |
| All | -25.9% | +40.3% | -66.2% | -26.3% |
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 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