+72.2%
SPY vs WWD
+190.4%
-118.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +1.0% |
| 7D | +0.1% | +4.2% | -4.1% | -1.1% |
| 30D | -3.3% | -0.8% | -2.5% | -3.3% |
| 3M | -2.4% | -8.2% | +5.8% | -0.4% |
| 6M | +2.6% | -9.8% | +12.4% | +4.5% |
| YTD | +11.2% | +10.4% | +0.8% | +5.2% |
| 1Y | +13.4% | +25.5% | -12.1% | +2.3% |
| 3Y | +79.9% | +155.8% | -75.9% | +22.6% |
| 5Y | +72.2% | +187.3% | -115.1% | +8.2% |
| All | +72.2% | +190.4% | -118.3% | +8.2% |
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