+199.8%
TER vs WWD
+41.9%
+157.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.4% | +4.5% |
| 7D | +0.6% | +1.3% | -0.7% | -0.5% |
| 30D | -8.3% | -7.2% | -1.1% | -2.2% |
| 3M | -12.2% | -3.8% | -8.4% | -11.1% |
| 6M | +17.0% | -9.9% | +26.9% | +26.3% |
| YTD | +84.6% | +14.8% | +69.8% | +67.7% |
| 1Y | +199.8% | +42.1% | +157.7% | +131.1% |
| All | +199.8% | +41.9% | +157.9% | +131.1% |
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