+363.8%
ALL vs WWD
+494.7%
-130.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.7% |
| 7D | -3.9% | +4.2% | -8.0% | -5.1% |
| 30D | +10.6% | -0.8% | +11.4% | +10.4% |
| 3M | -4.6% | -8.2% | +3.6% | -2.9% |
| 6M | +20.2% | -9.8% | +30.0% | +21.8% |
| YTD | +23.7% | +10.4% | +13.3% | +16.5% |
| 1Y | +27.9% | +25.5% | +2.4% | +15.2% |
| 3Y | +109.2% | +155.8% | -46.6% | +45.3% |
| 5Y | +148.0% | +187.3% | -39.3% | +61.3% |
| 10Y | +363.8% | +462.7% | -98.9% | +138.7% |
| All | +363.8% | +494.7% | -130.9% | +138.7% |
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