-18.4%
Z vs WWD
+137.0%
-155.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.0% | -4.7% | -9.3% |
| 7D | -2.3% | -2.6% | +0.3% | -1.7% |
| 30D | +9.4% | -7.7% | +17.1% | +11.2% |
| 3M | -16.1% | -17.7% | +1.6% | -12.5% |
| 6M | -30.4% | -15.9% | -14.5% | -28.5% |
| YTD | -55.6% | +1.8% | -57.4% | -57.2% |
| 1Y | -58.5% | +17.4% | -75.9% | -62.2% |
| All | -18.4% | +137.0% | -155.4% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling