-64.8%
Z vs WWD
+198.3%
-263.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | -3.0% | +1.3% | -4.3% | -3.4% |
| 30D | -4.2% | -7.2% | +3.0% | -1.9% |
| 3M | -3.7% | -3.8% | +0.1% | -3.7% |
| 6M | -24.5% | -9.9% | -14.6% | -22.9% |
| YTD | -49.3% | +14.8% | -64.1% | -53.7% |
| 1Y | -58.7% | +42.1% | -100.7% | -66.1% |
| 3Y | -34.1% | +170.8% | -204.9% | -62.2% |
| All | -64.8% | +198.3% | -263.1% | -82.6% |
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