-9.5%
WWD vs BB
+49.0%
-58.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.8% |
| 7D | +8.2% | +9.0% | -0.8% | +7.7% |
| 30D | -0.2% | +7.7% | -7.9% | -0.3% |
| 3M | -8.4% | +4.0% | -12.4% | -8.6% |
| 6M | -9.5% | +46.6% | -56.1% | -5.8% |
| All | -9.5% | +49.0% | -58.5% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling