+4,379.2%
WWD vs SNY
+241.9%
+4,137.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | -2.6% | -3.3% | +0.7% | -0.8% |
| 30D | -6.9% | -2.2% | -4.8% | -5.9% |
| 3M | -13.0% | -3.0% | -10.0% | -12.0% |
| 6M | -12.5% | +2.7% | -15.2% | -14.1% |
| YTD | +11.8% | -6.8% | +18.7% | +15.1% |
| 1Y | +41.1% | -5.3% | +46.3% | +43.3% |
| 3Y | +163.1% | -9.8% | +172.8% | +161.0% |
| 5Y | +187.6% | +9.7% | +178.0% | +146.2% |
| 10Y | +494.6% | +64.5% | +430.1% | +289.0% |
| All | +4,379.2% | +241.9% | +4,137.3% | +1,779.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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