+132.3%
AA vs WWD
+479.8%
-347.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | -0.6% | +0.6% | -1.3% | -1.2% |
| 30D | -1.6% | -5.1% | +3.5% | +1.7% |
| 3M | -29.8% | -11.2% | -18.6% | -25.2% |
| 6M | -16.6% | -12.0% | -4.6% | -12.4% |
| YTD | -4.0% | +12.0% | -16.0% | -15.6% |
| 1Y | +63.5% | +42.8% | +20.7% | +20.1% |
| 3Y | +86.8% | +168.9% | -82.2% | -16.7% |
| 5Y | +12.4% | +192.2% | -179.8% | -54.1% |
| 10Y | +132.3% | +495.3% | -362.9% | -46.3% |
| All | +132.3% | +479.8% | -347.5% | -46.3% |
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