+45.0%
AA vs WWD
+460.9%
-416.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | -5.0% | -0.4% | -4.6% | -5.1% |
| 3M | -22.2% | -6.1% | -16.1% | -19.5% |
| 6M | -36.3% | -9.5% | -26.8% | -33.7% |
| YTD | -24.2% | +10.8% | -35.0% | -33.1% |
| 1Y | +3.9% | +23.5% | -19.7% | -15.8% |
| 3Y | +67.6% | +151.3% | -83.7% | -21.5% |
| 5Y | -8.8% | +187.8% | -196.7% | -62.4% |
| 10Y | +45.0% | +461.1% | -416.1% | -60.2% |
| All | +45.0% | +460.9% | -416.0% | -60.2% |
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