+26.5%
WWD vs ALM
+10.4%
+16.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -0.8% |
| 7D | +8.2% | -4.0% | +12.2% | +8.9% |
| 30D | -0.2% | -30.5% | +30.3% | +5.9% |
| 3M | -8.4% | -46.9% | +38.5% | +0.3% |
| 6M | -9.5% | -65.5% | +56.0% | +5.4% |
| YTD | +10.1% | -13.4% | +23.5% | +5.7% |
| All | +26.5% | +10.4% | +16.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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