+14,278.8%
WWD vs M
+316.0%
+13,962.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.6% | +8.0% | +4.8% |
| 7D | +4.2% | -4.3% | +8.4% | +5.3% |
| 30D | -2.1% | +1.3% | -3.4% | -2.9% |
| 3M | -13.2% | -7.4% | -5.8% | -11.8% |
| 6M | -16.9% | +18.3% | -35.2% | -22.0% |
| YTD | +5.2% | +7.6% | -2.3% | +0.9% |
| 1Y | +20.6% | +17.4% | +3.2% | +12.7% |
| 3Y | +146.3% | +108.4% | +38.0% | +77.4% |
| 5Y | +171.3% | -10.6% | +181.9% | +132.9% |
| 10Y | +471.3% | -3.2% | +474.5% | +270.7% |
| All | +14,278.8% | +316.0% | +13,962.9% | +5,551.5% |
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 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