+43.2%
TER vs WWD
+27.2%
+16.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.9% | -4.9% | -5.2% |
| 7D | -19.9% | +7.3% | -27.2% | -24.8% |
| 30D | -43.5% | -2.0% | -41.6% | -42.5% |
| 3M | -37.8% | -12.6% | -25.2% | -30.1% |
| 6M | -25.6% | -8.4% | -17.1% | -20.8% |
| YTD | +29.8% | +8.2% | +21.6% | +28.2% |
| 1Y | +43.2% | +26.5% | +16.6% | +35.2% |
| All | +43.2% | +27.2% | +16.0% | +35.2% |
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