+14,978.9%
WWD vs NTRS
+3,460.4%
+11,518.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -2.1% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -6.6% | +0.2% | -6.8% | -6.7% |
| 3M | -9.3% | +13.2% | -22.5% | -14.8% |
| 6M | -13.6% | +36.9% | -50.5% | -26.2% |
| YTD | +10.4% | +39.1% | -28.8% | -6.8% |
| 1Y | +39.9% | +50.4% | -10.6% | +13.6% |
| 3Y | +165.0% | +166.8% | -1.7% | +59.1% |
| 5Y | +183.8% | +92.9% | +90.9% | +93.0% |
| 10Y | +486.6% | +255.7% | +231.0% | +197.9% |
| All | +14,978.9% | +3,460.4% | +11,518.5% | +5,747.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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