-57.7%
Z vs WWD
+21.4%
-79.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.5% |
| 7D | +0.8% | +4.0% | -3.1% | +0.5% |
| 30D | +5.2% | +0.4% | +4.8% | +5.0% |
| 3M | -17.0% | -7.9% | -9.1% | -16.7% |
| 6M | -22.7% | -10.6% | -12.0% | -22.8% |
| YTD | -56.3% | +9.4% | -65.7% | -56.4% |
| 1Y | -57.7% | +25.7% | -83.4% | -58.8% |
| All | -57.7% | +21.4% | -79.0% | -58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling