+8,586.4%
WWD vs RL
+1,568.4%
+7,018.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -0.9% | +2.8% |
| 7D | +4.2% | +0.2% | +3.9% | +4.0% |
| 30D | -0.8% | +7.3% | -8.1% | -3.4% |
| 3M | -8.2% | +1.0% | -9.2% | -8.8% |
| 6M | -9.8% | +11.8% | -21.6% | -14.4% |
| YTD | +10.4% | +13.6% | -3.2% | +3.9% |
| 1Y | +25.5% | +24.0% | +1.4% | +14.3% |
| 3Y | +155.8% | +256.6% | -100.8% | +52.5% |
| 5Y | +187.3% | +240.2% | -52.9% | +69.0% |
| 10Y | +462.7% | +373.0% | +89.7% | +174.5% |
| All | +8,586.4% | +1,568.4% | +7,018.0% | +2,948.8% |
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