+192.5%
WWD vs SM
+111.2%
+81.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.6% | -2.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -6.4% | +31.5% | -37.9% | -9.4% |
| 3M | -5.6% | +17.3% | -23.0% | -7.9% |
| 6M | -9.1% | +48.5% | -57.6% | -15.4% |
| YTD | +12.5% | +106.3% | -93.7% | -1.2% |
| 1Y | +41.3% | +47.3% | -6.0% | +30.7% |
| 3Y | +170.2% | -1.4% | +171.7% | +156.9% |
| 5Y | +192.5% | +114.0% | +78.4% | +139.6% |
| All | +192.5% | +111.2% | +81.3% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling