+827.1%
WWD vs ALM
+7,705.7%
-6,878.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | +1.3% | -2.6% | +3.9% | +1.3% |
| 30D | -7.2% | +32.0% | -39.2% | -7.3% |
| 3M | -3.8% | -15.0% | +11.2% | -3.8% |
| 6M | -9.9% | -10.1% | +0.2% | -9.9% |
| YTD | +14.8% | +99.4% | -84.6% | +14.5% |
| 1Y | +42.1% | +316.4% | -274.3% | +41.3% |
| 3Y | +170.8% | +2,022.0% | -1,851.2% | +168.0% |
| 5Y | +197.5% | +941.2% | -743.7% | +194.7% |
| 10Y | +477.8% | +2,950.3% | -2,472.5% | +470.9% |
| All | +827.1% | +7,705.7% | -6,878.7% | +809.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling