+1,556.9%
WWD vs CAPR
-99.1%
+1,656.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.2% | +3.4% |
| 7D | +4.2% | +41.1% | -36.9% | +3.7% |
| 30D | -2.1% | +11.1% | -13.3% | -2.3% |
| 3M | -13.2% | +115.3% | -128.5% | -14.2% |
| 6M | -16.9% | -73.8% | +56.9% | -16.4% |
| YTD | +5.2% | -68.8% | +74.0% | +5.6% |
| 1Y | +20.6% | +43.3% | -22.7% | +16.3% |
| 3Y | +146.3% | +214.7% | -68.4% | +130.9% |
| 5Y | +171.3% | +141.3% | +30.0% | +153.3% |
| 10Y | +471.3% | -67.0% | +538.3% | +414.6% |
| All | +1,556.9% | -99.1% | +1,656.0% | +1,409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling