+193.6%
WWD vs BB
-24.3%
+217.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.3% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | -6.4% | -12.4% | +5.9% | -4.8% |
| 3M | -5.6% | -15.3% | +9.7% | -4.5% |
| 6M | -9.1% | +128.8% | -137.9% | -22.4% |
| YTD | +12.5% | +107.7% | -95.1% | -2.6% |
| 1Y | +41.3% | +103.9% | -62.6% | +21.8% |
| 3Y | +170.2% | +72.6% | +97.6% | +128.9% |
| All | +193.6% | -24.3% | +217.9% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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