+183.8%
WWD vs BG
+88.4%
+95.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.6% |
| 7D | -2.9% | +3.7% | -6.6% | -3.4% |
| 30D | -6.6% | +12.3% | -18.9% | -8.4% |
| 3M | -9.3% | -2.2% | -7.1% | -9.2% |
| 6M | -13.6% | +5.3% | -18.9% | -14.9% |
| YTD | +10.4% | +42.4% | -32.0% | +2.7% |
| 1Y | +39.9% | +55.2% | -15.3% | +27.9% |
| 3Y | +165.0% | +21.0% | +144.1% | +151.6% |
| 5Y | +183.8% | +87.1% | +96.7% | +135.8% |
| All | +183.8% | +88.4% | +95.4% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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