+197.8%
WWD vs ALLE
+13.7%
+184.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -7.2% | -6.8% | -0.4% | -4.3% |
| 3M | -3.8% | +21.0% | -24.9% | -12.4% |
| 6M | -9.9% | +1.1% | -11.0% | -11.0% |
| YTD | +14.8% | -0.5% | +15.4% | +13.6% |
| 1Y | +42.1% | -7.3% | +49.3% | +44.9% |
| 3Y | +170.8% | +42.3% | +128.5% | +118.1% |
| All | +197.8% | +13.7% | +184.1% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling