+41.3%
WWD vs M
+31.9%
+9.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.3% |
| 7D | +0.8% | +2.4% | -1.6% | +0.1% |
| 30D | -6.4% | -11.6% | +5.2% | -3.2% |
| 3M | -5.6% | +1.6% | -7.2% | -6.9% |
| 6M | -9.1% | +25.2% | -34.3% | -16.5% |
| YTD | +12.5% | +3.8% | +8.8% | +8.1% |
| 1Y | +41.3% | +36.3% | +5.0% | +26.5% |
| All | +41.3% | +31.9% | +9.4% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling