+314.7%
A vs WWD
+439.4%
-124.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | -0.5% | +4.0% | -4.4% | -1.6% |
| 30D | 0.0% | +0.4% | -0.4% | -0.3% |
| 3M | +16.7% | -7.9% | +24.6% | +19.1% |
| 6M | +54.8% | -10.6% | +65.5% | +58.4% |
| YTD | +28.8% | +9.4% | +19.4% | +22.6% |
| 1Y | +19.3% | +25.7% | -6.4% | +8.4% |
| 3Y | +65.5% | +148.5% | -83.0% | +18.6% |
| 5Y | +12.1% | +189.5% | -177.4% | -25.1% |
| All | +314.7% | +439.4% | -124.7% | +124.2% |
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