+182.3%
WWD vs MKTX
-60.5%
+242.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -6.9% | +0.7% | -7.7% | -7.0% |
| 3M | -13.0% | +40.8% | -53.8% | -15.1% |
| 6M | -12.5% | -8.0% | -4.5% | -10.5% |
| YTD | +11.8% | -8.7% | +20.6% | +14.3% |
| 1Y | +41.1% | -11.8% | +52.9% | +44.7% |
| 3Y | +163.1% | -24.0% | +187.1% | +167.5% |
| All | +182.3% | -60.5% | +242.8% | +209.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling