+308.7%
A vs WWD
+460.9%
-152.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | +1.4% | +0.4% | +0.9% | +1.2% |
| 30D | +4.3% | -0.4% | +4.7% | +4.2% |
| 3M | +19.8% | -6.1% | +25.9% | +21.6% |
| 6M | +54.4% | -9.5% | +63.9% | +57.3% |
| YTD | +31.7% | +10.8% | +20.9% | +24.9% |
| 1Y | +22.4% | +23.5% | -1.1% | +11.9% |
| 3Y | +67.7% | +151.3% | -83.6% | +19.9% |
| 5Y | +15.7% | +187.8% | -172.1% | -22.4% |
| 10Y | +308.7% | +461.1% | -152.4% | +124.1% |
| All | +308.7% | +460.9% | -152.2% | +124.1% |
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 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