+148.5%
WWD vs CAPR
+239.1%
-90.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.6% |
| 7D | +4.0% | +5.9% | -1.9% | +3.9% |
| 30D | +0.4% | +44.6% | -44.2% | +0.2% |
| 3M | -7.9% | +126.4% | -134.3% | -8.4% |
| 6M | -10.6% | -68.6% | +57.9% | -10.8% |
| YTD | +9.4% | -67.0% | +76.4% | +9.1% |
| 1Y | +25.7% | +65.2% | -39.4% | +25.1% |
| 3Y | +148.5% | +235.6% | -87.0% | +117.6% |
| All | +148.5% | +239.1% | -90.6% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling