+40.8%
ALB vs WWD
+494.7%
-453.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -2.6% |
| 7D | +9.5% | +4.2% | +5.3% | +6.7% |
| 30D | -2.1% | -0.8% | -1.3% | -2.5% |
| 3M | -24.1% | -8.2% | -16.0% | -21.8% |
| 6M | -51.0% | -9.8% | -41.2% | -49.5% |
| YTD | -29.3% | +10.4% | -39.7% | -35.6% |
| 1Y | +3.2% | +25.5% | -22.3% | -12.6% |
| 3Y | -9.3% | +155.8% | -165.1% | -48.7% |
| 5Y | -61.6% | +187.3% | -248.9% | -80.0% |
| 10Y | +40.8% | +462.7% | -421.9% | -45.4% |
| All | +40.8% | +494.7% | -453.9% | -45.4% |
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