+15,182.8%
WWD vs LUMN
+150.1%
+15,032.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.0% |
| 7D | -2.6% | +2.5% | -5.1% | -3.0% |
| 30D | -6.9% | +10.3% | -17.3% | -8.6% |
| 3M | -13.0% | -18.3% | +5.2% | -10.6% |
| 6M | -12.5% | +4.4% | -16.8% | -14.5% |
| YTD | +11.8% | -10.7% | +22.5% | +10.1% |
| 1Y | +41.1% | +14.0% | +27.1% | +30.6% |
| 3Y | +163.1% | +406.6% | -243.5% | +33.0% |
| 5Y | +187.6% | -36.8% | +224.4% | +152.8% |
| 10Y | +494.6% | -56.2% | +550.7% | +416.7% |
| All | +15,182.8% | +150.1% | +15,032.8% | +10,003.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling