+196.2%
W vs WWD
+639.1%
-442.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.9% | -3.5% |
| 7D | -3.6% | +4.2% | -7.8% | -6.3% |
| 30D | +7.0% | -2.1% | +9.1% | +7.8% |
| 3M | +7.4% | -13.2% | +20.5% | +16.0% |
| 6M | +69.3% | -16.9% | +86.2% | +88.0% |
| YTD | +11.3% | +5.2% | +6.1% | +5.5% |
| 1Y | +13.2% | +20.6% | -7.4% | -1.6% |
| 3Y | +142.0% | +146.3% | -4.3% | +34.9% |
| 5Y | -54.6% | +171.3% | -226.0% | -76.0% |
| 10Y | +243.7% | +471.3% | -227.6% | +13.5% |
| All | +196.2% | +639.1% | -442.8% | -12.1% |
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