+262.5%
WWD vs BOXX
+18.4%
+244.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.4% |
| 7D | -2.9% | 0.0% | -2.9% | -2.8% |
| 30D | -6.6% | +0.3% | -6.9% | -6.0% |
| 3M | -9.3% | +1.0% | -10.3% | -7.1% |
| 6M | -13.6% | +1.9% | -15.5% | -10.5% |
| YTD | +10.4% | +2.6% | +7.7% | +14.4% |
| 1Y | +39.9% | +4.0% | +35.9% | +47.3% |
| 3Y | +165.0% | +14.6% | +150.4% | +240.8% |
| All | +262.5% | +18.4% | +244.1% | +369.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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