+15.4%
WFC vs WWD
-10.3%
+25.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | +1.7% | +8.2% | -6.4% | 0.0% |
| 30D | +6.8% | -0.2% | +7.0% | +6.6% |
| 3M | -3.0% | -8.4% | +5.4% | -1.6% |
| 6M | +15.4% | -9.5% | +24.9% | +17.1% |
| All | +15.4% | -10.3% | +25.7% | +17.1% |
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 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