+208.6%
WWD vs LTH
+160.9%
+47.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | -7.2% | -4.6% | -2.6% | -6.3% |
| 3M | -3.8% | +32.8% | -36.6% | -9.9% |
| 6M | -9.9% | +64.6% | -74.5% | -19.6% |
| YTD | +14.8% | +62.6% | -47.8% | +2.3% |
| 1Y | +42.1% | +49.9% | -7.9% | +28.7% |
| 3Y | +170.8% | +151.3% | +19.5% | +118.8% |
| All | +208.6% | +160.9% | +47.7% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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