+191.2%
WWD vs MDY
+34.6%
+156.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +4.0% | +2.3% | +1.7% | +1.7% |
| 30D | +0.4% | +2.0% | -1.6% | -1.3% |
| 3M | -7.9% | -5.6% | -2.3% | -2.2% |
| 6M | -10.6% | +1.3% | -11.9% | -11.2% |
| YTD | +9.4% | +12.3% | -2.9% | -0.8% |
| 1Y | +25.7% | +15.8% | +10.0% | +11.1% |
| 3Y | +148.5% | +56.5% | +92.0% | +66.5% |
| All | +191.2% | +34.6% | +156.6% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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