+54.5%
AR vs WWD
+460.9%
-406.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.3% | -1.0% | +1.8% |
| 7D | -5.8% | +0.4% | -6.2% | -6.0% |
| 30D | +4.8% | -0.4% | +5.2% | +4.4% |
| 3M | +1.5% | -6.1% | +7.6% | +3.4% |
| 6M | +4.7% | -9.5% | +14.2% | +6.3% |
| YTD | +9.2% | +10.8% | -1.6% | -3.9% |
| 1Y | +11.2% | +23.5% | -12.4% | -9.1% |
| 3Y | +46.2% | +151.3% | -105.0% | -23.0% |
| 5Y | +98.1% | +187.8% | -89.8% | -6.8% |
| 10Y | +54.5% | +461.1% | -406.6% | -51.6% |
| All | +54.5% | +460.9% | -406.4% | -51.6% |
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