-54.1%
Z vs WWD
+170.7%
-224.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.0% | -4.7% | -8.6% |
| 7D | -2.3% | -2.6% | +0.3% | -1.4% |
| 30D | +9.4% | -7.7% | +17.1% | +12.1% |
| 3M | -16.1% | -17.7% | +1.6% | -10.5% |
| 6M | -30.4% | -15.9% | -14.5% | -27.3% |
| YTD | -55.6% | +1.8% | -57.4% | -57.9% |
| 1Y | -58.5% | +17.4% | -75.9% | -63.4% |
| 3Y | -19.6% | +137.1% | -156.7% | -52.5% |
| 5Y | -54.1% | +162.4% | -216.5% | -77.0% |
| All | -54.1% | +170.7% | -224.8% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling