+9.2%
Z vs WWD
+567.2%
-558.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.0% | -4.7% | -8.0% |
| 7D | -2.3% | -2.6% | +0.3% | -1.2% |
| 30D | +9.4% | -7.7% | +17.1% | +12.9% |
| 3M | -16.1% | -17.7% | +1.6% | -9.1% |
| 6M | -30.4% | -15.9% | -14.5% | -26.4% |
| YTD | -55.6% | +1.8% | -57.4% | -58.0% |
| 1Y | -58.5% | +17.4% | -75.9% | -63.7% |
| 3Y | -19.6% | +137.1% | -156.7% | -52.6% |
| 5Y | -54.1% | +162.4% | -216.5% | -75.0% |
| 10Y | -12.1% | +452.5% | -464.6% | -71.1% |
| All | +9.2% | +567.2% | -558.0% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling