+197.8%
WWD vs CAPR
+84.7%
+113.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +1.3% | -2.0% | +3.3% | +1.3% |
| 30D | -7.2% | +139.2% | -146.4% | -7.9% |
| 3M | -3.8% | -66.4% | +62.5% | -3.8% |
| 6M | -9.9% | -63.1% | +53.2% | -9.9% |
| YTD | +14.8% | -67.4% | +82.2% | +14.8% |
| 1Y | +42.1% | +58.2% | -16.2% | +39.5% |
| 3Y | +170.8% | +42.2% | +128.6% | +151.4% |
| All | +197.8% | +84.7% | +113.1% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling