+672.3%
AU vs WWD
+498.2%
+174.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -4.3% | -2.6% | -1.7% | -3.8% |
| 30D | +7.3% | -6.9% | +14.2% | +8.6% |
| 3M | +26.3% | -13.0% | +39.4% | +29.2% |
| 6M | +1.8% | -12.5% | +14.2% | +4.1% |
| YTD | +26.8% | +11.8% | +15.0% | +25.1% |
| 1Y | +66.7% | +41.1% | +25.6% | +59.0% |
| 3Y | +579.1% | +163.1% | +416.0% | +489.7% |
| 5Y | +689.3% | +187.6% | +501.7% | +565.2% |
| All | +672.3% | +498.2% | +174.0% | +484.5% |
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