-68.8%
U vs WWD
+198.1%
-266.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | -3.8% | +1.3% | -5.1% | -4.5% |
| 30D | +17.5% | -7.2% | +24.6% | +21.8% |
| 3M | +38.7% | -3.8% | +42.6% | +38.3% |
| 6M | +104.4% | -9.9% | +114.3% | +108.8% |
| YTD | -5.7% | +14.8% | -20.5% | -19.5% |
| 1Y | +3.7% | +42.1% | -38.4% | -24.9% |
| 3Y | +12.3% | +170.8% | -158.5% | -52.6% |
| All | -68.8% | +198.1% | -266.9% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling