+31.1%
WWD vs IRE
-97.8%
+128.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.5% | +11.5% | -1.4% |
| 7D | +8.2% | +11.1% | -3.0% | +7.3% |
| 30D | -0.2% | -75.2% | +75.0% | +3.8% |
| 3M | -8.4% | -86.4% | +78.0% | -3.3% |
| 6M | -9.5% | -94.8% | +85.3% | -2.1% |
| YTD | +10.1% | -93.3% | +103.3% | +12.5% |
| 1Y | +21.6% | -97.5% | +119.0% | +28.3% |
| All | +31.1% | -97.8% | +128.9% | +37.7% |
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 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