+87.3%
ALB vs WWD
+479.8%
-392.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.6% |
| 7D | -8.6% | +0.6% | -9.2% | -9.0% |
| 30D | -4.0% | -5.1% | +1.1% | -1.8% |
| 3M | -17.4% | -11.2% | -6.1% | -13.3% |
| 6M | -25.4% | -12.0% | -13.3% | -22.3% |
| YTD | -10.5% | +12.0% | -22.5% | -18.3% |
| 1Y | +75.8% | +42.8% | +33.0% | +40.6% |
| 3Y | -28.5% | +168.9% | -197.5% | -60.2% |
| 5Y | -45.1% | +192.2% | -237.3% | -71.4% |
| 10Y | +87.3% | +495.3% | -407.9% | -30.7% |
| All | +87.3% | +479.8% | -392.5% | -30.7% |
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