+15,241.3%
WWD vs COO
+18,253.3%
-3,012.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +3.7% | -2.3% | +6.0% | +4.3% |
| 30D | +1.8% | +13.3% | -11.5% | -1.0% |
| 3M | -5.0% | -18.1% | +13.1% | -1.4% |
| 6M | -8.4% | +6.7% | -15.1% | -10.5% |
| YTD | +12.3% | -23.2% | +35.5% | +17.7% |
| 1Y | +26.2% | -12.3% | +38.5% | +28.7% |
| 3Y | +154.6% | -23.6% | +178.1% | +163.0% |
| 5Y | +195.3% | -38.7% | +234.0% | +217.5% |
| 10Y | +466.3% | +42.2% | +424.1% | +425.6% |
| All | +15,241.3% | +18,253.3% | -3,012.0% | +9,807.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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