+248.9%
A vs WWD
+479.8%
-230.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -4.4% | +0.6% | -5.0% | -4.6% |
| 30D | -2.7% | -5.1% | +2.4% | -1.3% |
| 3M | +7.0% | -11.2% | +18.3% | +10.2% |
| 6M | +24.6% | -12.0% | +36.7% | +28.0% |
| YTD | +7.0% | +12.0% | -5.0% | +1.4% |
| 1Y | +15.6% | +42.8% | -27.2% | +0.9% |
| 3Y | +29.9% | +168.9% | -139.0% | -9.1% |
| 5Y | -15.4% | +192.2% | -207.6% | -43.7% |
| 10Y | +248.9% | +495.3% | -246.4% | +72.0% |
| All | +248.9% | +479.8% | -230.9% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling