+1,638.4%
WWD vs CAPR
-99.0%
+1,737.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | +4.8% |
| 7D | +4.2% | +36.0% | -31.9% | +3.8% |
| 30D | -0.8% | +25.8% | -26.6% | -1.1% |
| 3M | -8.2% | +140.8% | -149.0% | -9.3% |
| 6M | -9.8% | -67.6% | +57.7% | -9.5% |
| YTD | +10.4% | -65.9% | +76.3% | +10.6% |
| 1Y | +25.5% | +66.1% | -40.6% | +20.7% |
| 3Y | +155.8% | +256.9% | -101.1% | +139.4% |
| 5Y | +187.3% | +172.1% | +15.2% | +167.8% |
| 10Y | +462.7% | -64.7% | +527.4% | +406.3% |
| All | +1,638.4% | -99.0% | +1,737.4% | +1,481.7% |
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