+15.9%
ABNB vs WWD
+199.3%
-183.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -9.5% | -2.9% | -6.6% | -8.4% |
| 30D | -9.4% | -6.6% | -2.8% | -7.1% |
| 3M | +29.9% | -9.3% | +39.2% | +33.5% |
| 6M | +26.6% | -13.6% | +40.2% | +31.8% |
| YTD | +23.5% | +10.4% | +13.2% | +13.6% |
| 1Y | +35.8% | +39.9% | -4.0% | +10.1% |
| 3Y | +15.0% | +165.0% | -150.1% | -36.5% |
| 5Y | +1.5% | +183.8% | -182.3% | -49.6% |
| All | +15.9% | +199.3% | -183.4% | -39.9% |
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