+3,226.5%
WWD vs BG
+1,185.2%
+2,041.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -3.7% |
| 7D | +0.8% | +2.4% | -1.6% | -0.2% |
| 30D | -6.4% | +15.0% | -21.5% | -11.7% |
| 3M | -5.6% | -0.7% | -5.0% | -6.2% |
| 6M | -9.1% | +7.5% | -16.6% | -13.1% |
| YTD | +12.5% | +41.6% | -29.1% | -3.6% |
| 1Y | +41.3% | +50.7% | -9.3% | +17.3% |
| 3Y | +170.2% | +20.3% | +149.9% | +137.6% |
| 5Y | +192.5% | +85.2% | +107.3% | +106.6% |
| 10Y | +476.9% | +160.6% | +316.3% | +232.9% |
| All | +3,226.5% | +1,185.2% | +2,041.3% | +1,356.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling