+8,933.7%
WWD vs RL
+1,366.2%
+7,567.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.3% |
| 7D | +1.3% | -0.8% | +2.1% | +1.6% |
| 30D | -7.2% | -7.8% | +0.6% | -4.5% |
| 3M | -3.8% | -4.0% | +0.2% | -2.8% |
| 6M | -9.9% | -1.9% | -8.0% | -10.0% |
| YTD | +14.8% | -0.2% | +15.0% | +13.5% |
| 1Y | +42.1% | +10.7% | +31.4% | +35.0% |
| 3Y | +170.8% | +210.8% | -40.0% | +69.9% |
| 5Y | +197.5% | +238.2% | -40.7% | +74.7% |
| 10Y | +477.8% | +313.4% | +164.4% | +196.7% |
| All | +8,933.7% | +1,366.2% | +7,567.6% | +3,231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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