+3,678.6%
TER vs WWD
+14,113.5%
-10,434.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +1.0% |
| 7D | -20.5% | +4.2% | -24.6% | -21.7% |
| 30D | -47.0% | -2.1% | -44.9% | -46.3% |
| 3M | -43.3% | -13.2% | -30.1% | -39.2% |
| 6M | -42.9% | -16.9% | -26.0% | -37.7% |
| YTD | +12.9% | +5.2% | +7.6% | +12.5% |
| 1Y | +18.2% | +20.6% | -2.4% | +10.6% |
| 3Y | +151.8% | +146.3% | +5.5% | +73.3% |
| 5Y | +54.2% | +171.3% | -117.1% | +1.2% |
| 10Y | +908.2% | +471.3% | +436.9% | +347.1% |
| All | +3,678.6% | +14,113.5% | -10,434.9% | +562.2% |
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 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