+13.7%
WAB vs WWD
-8.4%
+22.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | +3.1% | +3.7% | -0.6% | +1.6% |
| 30D | +6.4% | +1.8% | +4.6% | +5.3% |
| 3M | +2.2% | -5.0% | +7.1% | +3.0% |
| 6M | +13.7% | -8.4% | +22.1% | +14.8% |
| All | +13.7% | -8.4% | +22.1% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling