+1,367.3%
AAPL vs WWD
+439.4%
+928.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +4.1% | +4.0% | +0.2% | +3.0% |
| 30D | +4.0% | +0.4% | +3.6% | +3.5% |
| 3M | +16.8% | -7.9% | +24.7% | +18.8% |
| 6M | +19.4% | -10.6% | +30.0% | +21.6% |
| YTD | +31.5% | +9.4% | +22.1% | +25.2% |
| 1Y | +31.0% | +25.7% | +5.2% | +19.1% |
| 3Y | +95.3% | +148.5% | -53.3% | +41.2% |
| 5Y | +143.4% | +189.5% | -46.2% | +64.7% |
| All | +1,367.3% | +439.4% | +928.0% | +723.7% |
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