+14,985.7%
WWD vs SM
+1,071.8%
+13,913.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.7% | +5.4% |
| 7D | +4.2% | -22.3% | +26.4% | +8.9% |
| 30D | -0.8% | -21.4% | +20.6% | +3.2% |
| 3M | -8.2% | +1.4% | -9.5% | -9.5% |
| 6M | -9.8% | +0.1% | -10.0% | -12.1% |
| YTD | +10.4% | +59.0% | -48.5% | -3.0% |
| 1Y | +25.5% | +64.3% | -38.9% | +9.1% |
| 3Y | +155.8% | -13.1% | +168.9% | +143.0% |
| 5Y | +187.3% | -13.9% | +201.2% | +158.5% |
| 10Y | +462.7% | +1.7% | +461.0% | +219.8% |
| All | +14,985.7% | +1,071.8% | +13,913.9% | +6,036.2% |
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