+15,588.9%
WWD vs SM
+1,367.4%
+14,221.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -7.2% | +26.3% | -33.5% | -11.4% |
| 3M | -3.8% | +8.7% | -12.5% | -6.5% |
| 6M | -9.9% | +51.7% | -61.6% | -19.1% |
| YTD | +14.8% | +99.0% | -84.2% | -2.5% |
| 1Y | +42.1% | +34.6% | +7.5% | +29.2% |
| 3Y | +170.8% | -7.8% | +178.5% | +156.1% |
| 5Y | +197.5% | +104.8% | +92.7% | +126.6% |
| 10Y | +477.8% | +7.2% | +470.6% | +227.6% |
| All | +15,588.9% | +1,367.4% | +14,221.5% | +6,070.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling