-10.5%
T vs WWD
+41.0%
-51.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -3.1% | +0.6% | -3.7% | -3.0% |
| 30D | +4.6% | -5.1% | +9.7% | +4.3% |
| 3M | +12.2% | -11.2% | +23.5% | +11.7% |
| 6M | -6.5% | -12.0% | +5.6% | -6.8% |
| YTD | +4.9% | +12.0% | -7.1% | +4.3% |
| 1Y | -10.5% | +42.8% | -53.3% | -9.8% |
| All | -10.5% | +41.0% | -51.5% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling