+14.1%
AGG vs WWD
+498.2%
-484.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.1% |
| 7D | -1.1% | -2.6% | +1.5% | -1.0% |
| 30D | -1.1% | -6.9% | +5.8% | -1.1% |
| 3M | -1.9% | -13.0% | +11.1% | -1.8% |
| 6M | -1.7% | -12.5% | +10.7% | -1.6% |
| YTD | -1.3% | +11.8% | -13.1% | -1.5% |
| 1Y | -0.7% | +41.1% | -41.8% | -1.2% |
| 3Y | +12.5% | +163.1% | -150.6% | +11.1% |
| 5Y | -2.5% | +187.6% | -190.1% | -3.9% |
| All | +14.1% | +498.2% | -484.1% | +13.2% |
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