+191.3%
WWD vs ALLE
+52.7%
+138.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.7% |
| 7D | +8.2% | +1.6% | +6.6% | +7.5% |
| 30D | -0.2% | +24.1% | -24.3% | -9.5% |
| 3M | -8.4% | +14.8% | -23.2% | -14.1% |
| 6M | -9.5% | +45.9% | -55.4% | -24.5% |
| YTD | +10.1% | +20.7% | -10.7% | -0.4% |
| 1Y | +21.6% | +14.2% | +7.4% | +13.0% |
| 3Y | +149.6% | +90.7% | +58.9% | +73.0% |
| 5Y | +191.3% | +50.6% | +140.7% | +127.6% |
| All | +191.3% | +52.7% | +138.6% | +127.6% |
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