+125.7%
WFC vs WWD
+154.7%
-29.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -1.3% | +3.7% | -5.0% | -2.3% |
| 30D | +3.6% | +1.8% | +1.8% | +2.9% |
| 3M | -1.3% | -5.0% | +3.7% | -0.2% |
| 6M | +18.0% | -8.4% | +26.4% | +19.8% |
| YTD | -5.9% | +12.3% | -18.1% | -10.7% |
| 1Y | +1.8% | +26.2% | -24.5% | -7.3% |
| All | +125.7% | +154.7% | -29.0% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling