+925.9%
WWD vs AMBA
+722.2%
+203.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.4% | +3.5% | -4.3% |
| 7D | -2.6% | -14.6% | +12.0% | +0.2% |
| 30D | -7.7% | -18.8% | +11.1% | -4.4% |
| 3M | -17.7% | -32.6% | +14.9% | -12.2% |
| 6M | -15.9% | -25.8% | +9.9% | -14.2% |
| YTD | +1.8% | -22.1% | +23.9% | +2.0% |
| 1Y | +17.4% | -36.2% | +53.6% | +21.3% |
| 3Y | +137.1% | +10.0% | +127.1% | +111.6% |
| 5Y | +162.4% | -71.6% | +234.0% | +176.2% |
| 10Y | +452.5% | -4.7% | +457.2% | +330.9% |
| All | +925.9% | +722.2% | +203.7% | +415.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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