+113.3%
SPOT vs WWD
+183.1%
-69.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.2% |
| 7D | -2.6% | +8.2% | -10.7% | -4.6% |
| 30D | +13.5% | -0.2% | +13.7% | +13.1% |
| 3M | +22.2% | -8.4% | +30.7% | +24.5% |
| 6M | +38.3% | -9.5% | +47.8% | +39.3% |
| YTD | +3.1% | +10.1% | -7.0% | -6.1% |
| 1Y | -7.6% | +21.6% | -29.2% | -19.9% |
| 3Y | +250.0% | +149.6% | +100.5% | +104.0% |
| 5Y | +113.3% | +191.3% | -78.0% | +6.7% |
| All | +113.3% | +183.1% | -69.7% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling