+26.2%
WWD vs SM
+72.9%
-46.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.2% | +2.4% |
| 7D | +3.7% | +0.3% | +3.4% | +3.8% |
| 30D | +1.8% | -17.3% | +19.1% | -1.8% |
| 3M | -5.0% | -3.6% | -1.4% | -4.7% |
| 6M | -8.4% | +2.9% | -11.3% | -5.2% |
| YTD | +12.3% | +70.2% | -57.9% | +17.3% |
| 1Y | +26.2% | +66.5% | -40.3% | +31.6% |
| All | +26.2% | +72.9% | -46.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling