+755.0%
SW vs WWD
+893.4%
-138.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -5.1% | +1.3% | -6.4% | -5.2% |
| 30D | -4.6% | -7.2% | +2.6% | -3.8% |
| 3M | +9.4% | -3.8% | +13.2% | +9.9% |
| 6M | +3.5% | -9.9% | +13.4% | +4.8% |
| YTD | +22.0% | +14.8% | +7.2% | +20.3% |
| 1Y | +2.2% | +42.1% | -39.9% | -1.5% |
| 3Y | +19.6% | +170.8% | -151.2% | +8.6% |
| 5Y | -2.3% | +197.5% | -199.8% | -12.6% |
| 10Y | +181.4% | +477.8% | -296.5% | +138.3% |
| All | +755.0% | +893.4% | -138.4% | +599.0% |
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