-54.2%
W vs WWD
+170.1%
-224.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.9% | -4.1% |
| 7D | -3.6% | +4.2% | -7.8% | -7.1% |
| 30D | +7.0% | -2.1% | +9.1% | +7.9% |
| 3M | +7.4% | -13.2% | +20.5% | +18.4% |
| 6M | +69.3% | -16.9% | +86.2% | +92.6% |
| YTD | +11.3% | +5.2% | +6.1% | +1.9% |
| 1Y | +13.2% | +20.6% | -7.4% | -8.3% |
| 3Y | +142.0% | +146.3% | -4.3% | -1.6% |
| All | -54.2% | +170.1% | -224.3% | -85.7% |
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 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