+103.8%
U vs WWD
+157.3%
-53.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -1.8% |
| 7D | +32.3% | +4.2% | +28.1% | +29.9% |
| 30D | +9.7% | -0.8% | +10.5% | +9.6% |
| 3M | +19.6% | -8.2% | +27.8% | +22.6% |
| 6M | +82.6% | -9.8% | +92.5% | +85.3% |
| YTD | +16.4% | +10.4% | +6.0% | +4.6% |
| 1Y | +28.5% | +25.5% | +3.0% | +6.7% |
| 3Y | +103.8% | +155.8% | -52.0% | +14.6% |
| All | +103.8% | +157.3% | -53.5% | +14.6% |
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