+992.8%
T vs WWD
+14,867.0%
-13,874.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | +2.6% | +0.4% | +2.1% | +2.4% |
| 30D | -1.1% | -0.4% | -0.7% | -1.2% |
| 3M | -7.7% | -6.1% | -1.7% | -7.2% |
| 6M | -10.6% | -9.5% | -1.1% | -9.9% |
| YTD | -7.5% | +10.8% | -18.3% | -10.6% |
| 1Y | -7.4% | +23.5% | -31.0% | -12.5% |
| 3Y | +63.1% | +151.3% | -88.2% | +33.1% |
| 5Y | +55.2% | +187.8% | -132.6% | +21.7% |
| 10Y | +58.8% | +461.1% | -402.3% | +6.3% |
| All | +992.8% | +14,867.0% | -13,874.2% | +396.8% |
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 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