+15,588.9%
WWD vs M
+311.9%
+15,277.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.3% |
| 7D | +1.3% | +4.7% | -3.4% | -0.1% |
| 30D | -7.2% | -9.6% | +2.5% | -4.4% |
| 3M | -3.8% | +0.9% | -4.7% | -4.7% |
| 6M | -9.9% | +22.3% | -32.2% | -15.8% |
| YTD | +14.8% | +6.5% | +8.3% | +11.1% |
| 1Y | +42.1% | +38.8% | +3.3% | +26.7% |
| 3Y | +170.8% | +115.9% | +54.9% | +93.4% |
| 5Y | +197.5% | +28.6% | +168.9% | +124.8% |
| 10Y | +477.8% | -2.5% | +480.4% | +275.4% |
| All | +15,588.9% | +311.9% | +15,277.0% | +6,120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling