+66.1%
T vs WWD
+192.1%
-126.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | +7.6% | -6.4% | +14.0% | +8.1% |
| 3M | +15.3% | -5.6% | +20.9% | +15.5% |
| 6M | -8.5% | -9.1% | +0.6% | -8.2% |
| YTD | +6.8% | +12.5% | -5.7% | +4.5% |
| 1Y | -7.2% | +41.3% | -48.6% | -11.6% |
| 3Y | +108.2% | +170.2% | -62.0% | +76.7% |
| 5Y | +66.1% | +192.5% | -126.4% | +32.9% |
| All | +66.1% | +192.1% | -126.0% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling