+209.8%
W vs WWD
+675.4%
-465.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +1.6% |
| 7D | +3.3% | +4.2% | -0.9% | +0.6% |
| 30D | +10.5% | -0.8% | +11.3% | +10.6% |
| 3M | +9.6% | -8.2% | +17.8% | +14.5% |
| 6M | +76.4% | -9.8% | +86.2% | +86.5% |
| YTD | +16.4% | +10.4% | +6.0% | +7.2% |
| 1Y | +9.3% | +25.5% | -16.1% | -7.2% |
| 3Y | +172.8% | +155.8% | +17.0% | +48.7% |
| 5Y | -53.4% | +187.3% | -240.7% | -76.2% |
| 10Y | +243.6% | +462.7% | -219.1% | +12.8% |
| All | +209.8% | +675.4% | -465.6% | -10.7% |
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 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