+187.3%
WWD vs ALM
+441.7%
-254.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +4.2% |
| 7D | +4.2% | +0.7% | +3.4% | +4.1% |
| 30D | -0.8% | -26.1% | +25.3% | +1.8% |
| 3M | -8.2% | -38.1% | +29.9% | -4.8% |
| 6M | -9.8% | -55.4% | +45.6% | -4.7% |
| YTD | +10.4% | -0.4% | +10.8% | +9.2% |
| 1Y | +25.5% | +25.4% | +0.1% | +22.1% |
| 3Y | +155.8% | +907.8% | -752.0% | +111.0% |
| 5Y | +187.3% | +440.2% | -252.8% | +147.2% |
| All | +187.3% | +441.7% | -254.3% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling