-54.7%
Z vs WWD
+189.1%
-243.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | -4.9% | +8.2% | -13.1% | -7.5% |
| 30D | +3.0% | -0.2% | +3.1% | +2.7% |
| 3M | -13.4% | -8.4% | -5.0% | -11.2% |
| 6M | -27.3% | -9.5% | -17.8% | -26.0% |
| YTD | -57.8% | +10.1% | -67.9% | -61.1% |
| 1Y | -60.0% | +21.6% | -81.6% | -65.0% |
| 3Y | -21.5% | +149.6% | -171.1% | -54.2% |
| All | -54.7% | +189.1% | -243.7% | -77.7% |
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