+730.4%
SW vs WWD
+780.4%
-50.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -0.8% |
| 7D | +4.7% | -2.6% | +7.2% | +4.9% |
| 30D | +5.0% | -7.7% | +12.7% | +5.9% |
| 3M | -7.3% | -17.7% | +10.4% | -5.4% |
| 6M | +15.0% | -15.9% | +30.9% | +17.2% |
| YTD | +18.5% | +1.8% | +16.8% | +18.4% |
| 1Y | +27.1% | +17.4% | +9.7% | +25.0% |
| 3Y | +49.3% | +137.1% | -87.8% | +37.5% |
| 5Y | -1.6% | +162.4% | -164.0% | -10.8% |
| 10Y | +185.4% | +452.5% | -267.1% | +144.2% |
| All | +730.4% | +780.4% | -50.1% | +587.5% |
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