+182.3%
WWD vs LUMN
-37.8%
+220.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.3% |
| 7D | -2.6% | +2.5% | -5.1% | -2.7% |
| 30D | -6.9% | +10.3% | -17.3% | -7.4% |
| 3M | -13.0% | -18.3% | +5.2% | -12.3% |
| 6M | -12.5% | +4.4% | -16.8% | -13.0% |
| YTD | +11.8% | -10.7% | +22.5% | +11.4% |
| 1Y | +41.1% | +14.0% | +27.1% | +38.1% |
| 3Y | +163.1% | +406.6% | -243.5% | +118.7% |
| All | +182.3% | -37.8% | +220.2% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 5y: compounded portfolio wealth divided by compounded LUMN 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…
5y analysis · Full analysis span regression · 6 months rolling