+142.0%
W vs WWD
+145.1%
-3.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.9% | -3.6% |
| 7D | -3.6% | +4.2% | -7.8% | -6.5% |
| 30D | +7.0% | -2.1% | +9.1% | +7.9% |
| 3M | +7.4% | -13.2% | +20.5% | +16.7% |
| 6M | +69.3% | -16.9% | +86.2% | +88.6% |
| YTD | +11.3% | +5.2% | +6.1% | +4.5% |
| 1Y | +13.2% | +20.6% | -7.4% | -3.7% |
| 3Y | +142.0% | +146.3% | -4.3% | +54.7% |
| All | +142.0% | +145.1% | -3.1% | +54.7% |
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