+4,159.8%
TER vs WWD
+14,812.3%
-10,652.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.9% | +7.8% | +10.5% |
| 7D | -5.8% | +4.2% | -9.9% | -6.9% |
| 30D | -38.9% | -0.8% | -38.1% | -38.4% |
| 3M | -35.1% | -8.2% | -26.9% | -32.1% |
| 6M | -31.6% | -9.8% | -21.7% | -27.9% |
| YTD | +27.2% | +10.4% | +16.8% | +24.3% |
| 1Y | +35.2% | +25.5% | +9.7% | +24.5% |
| 3Y | +192.8% | +155.8% | +37.0% | +98.4% |
| 5Y | +72.4% | +187.3% | -114.9% | +10.5% |
| 10Y | +1,001.8% | +462.7% | +539.1% | +391.8% |
| All | +4,159.8% | +14,812.3% | -10,652.6% | +631.9% |
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 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