+96.5%
WWD vs ADVB
-88.3%
+184.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.3% | -3.8% | +5.1% | +1.3% |
| 30D | -7.2% | +17.6% | -24.7% | -7.3% |
| 3M | -3.8% | +119.1% | -123.0% | -4.7% |
| 6M | -9.9% | +103.4% | -113.3% | -11.0% |
| YTD | +14.8% | +59.8% | -45.0% | +14.2% |
| 1Y | +42.1% | +8.5% | +33.5% | +42.1% |
| All | +96.5% | -88.3% | +184.8% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling