+19.6%
SW vs WWD
+166.3%
-146.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | -5.1% | +1.3% | -6.4% | -5.6% |
| 30D | -4.6% | -7.2% | +2.6% | -1.7% |
| 3M | +9.4% | -3.8% | +13.2% | +10.8% |
| 6M | +3.5% | -9.9% | +13.4% | +7.5% |
| YTD | +22.0% | +14.8% | +7.2% | +15.0% |
| 1Y | +2.2% | +42.1% | -39.9% | -12.9% |
| All | +19.6% | +166.3% | -146.7% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling