+1,102.8%
WWD vs PSLV
+120.6%
+982.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | +0.6% | +3.3% | -2.7% | +0.1% |
| 30D | -5.1% | +2.1% | -7.2% | -5.5% |
| 3M | -11.2% | +7.1% | -18.4% | -12.6% |
| 6M | -12.0% | -21.6% | +9.5% | -9.1% |
| YTD | +12.0% | -6.7% | +18.7% | +10.1% |
| 1Y | +42.8% | +59.3% | -16.5% | +27.2% |
| 3Y | +168.9% | +182.1% | -13.2% | +114.8% |
| 5Y | +192.2% | +162.6% | +29.6% | +133.9% |
| 10Y | +495.3% | +203.0% | +292.2% | +350.7% |
| All | +1,102.8% | +120.6% | +982.2% | +725.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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