+707.1%
WWD vs ALLE
+331.3%
+375.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -4.2% |
| 7D | -2.6% | 0.0% | -2.6% | -2.5% |
| 30D | -7.7% | +20.6% | -28.3% | -18.7% |
| 3M | -17.7% | +11.4% | -29.1% | -24.0% |
| 6M | -15.9% | +42.5% | -58.5% | -34.1% |
| YTD | +1.8% | +18.9% | -17.1% | -11.2% |
| 1Y | +17.4% | +14.2% | +3.2% | +5.2% |
| 3Y | +137.1% | +90.7% | +46.4% | +44.1% |
| 5Y | +162.4% | +52.5% | +109.9% | +81.1% |
| 10Y | +452.5% | +231.2% | +221.3% | +142.8% |
| All | +707.1% | +331.3% | +375.8% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling