+262.0%
TER vs WWD
+170.0%
+92.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +4.7% |
| 7D | +0.6% | +1.3% | -0.7% | -0.3% |
| 30D | -8.3% | -7.2% | -1.1% | -3.0% |
| 3M | -12.2% | -3.8% | -8.4% | -10.6% |
| 6M | +17.1% | -9.9% | +27.0% | +26.3% |
| YTD | +84.7% | +14.8% | +69.9% | +69.6% |
| 1Y | +199.9% | +42.1% | +157.9% | +137.7% |
| All | +262.0% | +170.0% | +92.0% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling