+1,164.7%
T vs WWD
+15,408.5%
-14,243.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | +11.4% | -7.2% | +18.5% | +12.7% |
| 3M | +14.3% | -3.8% | +18.1% | +14.6% |
| 6M | -9.3% | -9.9% | +0.6% | -8.5% |
| YTD | +7.1% | +14.8% | -7.7% | +3.2% |
| 1Y | -9.1% | +42.1% | -51.2% | -16.0% |
| 3Y | +105.3% | +170.8% | -65.5% | +65.9% |
| 5Y | +66.8% | +197.5% | -130.7% | +30.5% |
| 10Y | +66.8% | +477.8% | -411.0% | +11.4% |
| All | +1,164.7% | +15,408.5% | -14,243.8% | +473.7% |
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