+192.5%
WWD vs ALM
+1,033.0%
-840.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.8% | -10.8% | -2.8% |
| 7D | +0.8% | +8.4% | -7.6% | 0.0% |
| 30D | -6.4% | +34.8% | -41.3% | -9.1% |
| 3M | -5.6% | +16.2% | -21.9% | -7.6% |
| 6M | -9.1% | +2.1% | -11.2% | -10.8% |
| YTD | +12.5% | +117.0% | -104.5% | +4.4% |
| 1Y | +41.3% | +313.9% | -272.5% | +25.1% |
| 3Y | +170.2% | +2,327.9% | -2,157.7% | +107.3% |
| 5Y | +192.5% | +1,040.6% | -848.1% | +134.0% |
| All | +192.5% | +1,033.0% | -840.5% | +134.0% |
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