+264.0%
SPOT vs WWD
+419.6%
-155.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.4% |
| 7D | -0.9% | +1.3% | -2.2% | -1.3% |
| 30D | +12.5% | -7.2% | +19.7% | +14.4% |
| 3M | +9.9% | -3.8% | +13.7% | +9.8% |
| 6M | +1.6% | -9.9% | +11.5% | +2.6% |
| YTD | -6.6% | +14.8% | -21.4% | -12.8% |
| 1Y | -22.9% | +42.1% | -65.0% | -33.0% |
| 3Y | +244.3% | +170.8% | +73.5% | +142.2% |
| 5Y | +117.8% | +197.5% | -79.7% | +46.0% |
| All | +264.0% | +419.6% | -155.6% | +107.5% |
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