+26.5%
WWD vs MKTX
+5.4%
+21.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +7.3% | +0.5% | +6.9% | +7.5% |
| 30D | -2.0% | +1.0% | -2.9% | -1.7% |
| 3M | -12.6% | +2.5% | -15.1% | -12.0% |
| 6M | -8.4% | +8.0% | -16.5% | -4.8% |
| YTD | +8.2% | -7.3% | +15.5% | +11.6% |
| 1Y | +26.5% | +4.7% | +21.9% | +28.7% |
| All | +26.5% | +5.4% | +21.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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