+743.1%
SW vs WWD
+836.4%
-93.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.3% |
| 7D | +12.1% | +7.3% | +4.7% | +11.1% |
| 30D | +6.6% | -2.0% | +8.5% | +6.7% |
| 3M | -6.0% | -12.6% | +6.6% | -4.7% |
| 6M | +21.5% | -8.4% | +29.9% | +22.6% |
| YTD | +20.3% | +8.2% | +12.1% | +19.3% |
| 1Y | +28.1% | +26.5% | +1.6% | +25.0% |
| 3Y | +51.6% | +152.2% | -100.6% | +38.6% |
| 5Y | -0.1% | +191.4% | -191.5% | -10.3% |
| 10Y | +189.7% | +487.6% | -297.9% | +146.2% |
| All | +743.1% | +836.4% | -93.4% | +593.2% |
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 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