+25.3%
WWD vs IRE
-97.2%
+122.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +39.6% | -36.2% | +1.7% |
| 7D | +4.2% | -27.2% | +31.3% | +4.6% |
| 30D | -2.1% | -75.1% | +73.0% | +1.7% |
| 3M | -13.2% | -77.9% | +64.7% | -10.0% |
| 6M | -16.9% | -94.6% | +77.7% | -10.2% |
| YTD | +5.2% | -91.5% | +96.8% | +6.7% |
| 1Y | +20.6% | -97.8% | +118.4% | +28.9% |
| All | +25.3% | -97.2% | +122.6% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling