+74.2%
WWD vs ADVB
-97.6%
+171.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.5% | +3.5% | -5.9% |
| 7D | -2.6% | -28.0% | +25.5% | -2.3% |
| 30D | -7.7% | -70.2% | +62.5% | -6.9% |
| 3M | -17.7% | -76.1% | +58.4% | -16.9% |
| 6M | -15.9% | -72.3% | +56.4% | -15.1% |
| YTD | +1.8% | -67.5% | +69.2% | +2.4% |
| 1Y | +17.4% | -78.6% | +96.0% | +19.8% |
| All | +74.2% | -97.6% | +171.8% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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