+20.6%
WWD vs ALLE
+13.1%
+7.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.7% |
| 7D | +4.2% | -0.6% | +4.7% | +4.4% |
| 30D | -2.1% | +25.3% | -27.5% | -9.2% |
| 3M | -13.2% | +10.3% | -23.5% | -15.1% |
| 6M | -16.9% | +38.0% | -54.9% | -27.0% |
| YTD | +5.2% | +17.8% | -12.5% | -6.9% |
| 1Y | +20.6% | +13.6% | +7.0% | +11.7% |
| All | +20.6% | +13.1% | +7.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling