+291.2%
WY vs WWD
+14,675.7%
-14,384.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -0.8% | +4.0% | -4.8% | -2.2% |
| 30D | +10.1% | +0.4% | +9.7% | +9.3% |
| 3M | -15.4% | -7.9% | -7.5% | -13.7% |
| 6M | -8.3% | -10.6% | +2.3% | -6.0% |
| YTD | -9.8% | +9.4% | -19.2% | -14.8% |
| 1Y | -3.9% | +25.7% | -29.6% | -14.0% |
| 3Y | -23.3% | +148.5% | -171.9% | -47.9% |
| 5Y | -31.2% | +189.5% | -220.7% | -56.6% |
| 10Y | +5.5% | +451.8% | -446.2% | -47.7% |
| All | +291.2% | +14,675.7% | -14,384.5% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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