+36.7%
WWD vs IRE
-84.4%
+121.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.0% | -12.9% | +0.6% |
| 7D | +1.3% | +54.8% | -53.5% | -0.4% |
| 30D | -7.2% | +18.4% | -25.6% | -8.1% |
| 3M | -3.8% | -66.7% | +62.9% | -0.5% |
| 6M | -9.9% | -52.3% | +42.4% | -10.8% |
| YTD | +14.8% | -52.3% | +67.1% | +10.9% |
| All | +36.7% | -84.4% | +121.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling