+163.6%
W vs WWD
+706.4%
-542.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.5% | +1.9% |
| 7D | -4.2% | +1.3% | -5.5% | -4.9% |
| 30D | -7.6% | -7.2% | -0.4% | -3.4% |
| 3M | +37.2% | -3.8% | +41.0% | +40.2% |
| 6M | +26.3% | -9.9% | +36.2% | +34.1% |
| YTD | -1.0% | +14.8% | -15.8% | -10.3% |
| 1Y | +20.1% | +42.1% | -22.0% | -5.4% |
| 3Y | +37.8% | +170.8% | -133.0% | -26.8% |
| 5Y | -63.7% | +197.5% | -261.2% | -81.7% |
| 10Y | +156.3% | +477.8% | -321.5% | -16.9% |
| All | +163.6% | +706.4% | -542.8% | -25.3% |
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