+200.5%
B vs WWD
+494.7%
-294.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.4% |
| 7D | +11.3% | +4.2% | +7.2% | +10.5% |
| 30D | +2.9% | -0.8% | +3.7% | +3.0% |
| 3M | -2.9% | -8.2% | +5.3% | -1.7% |
| 6M | -1.2% | -9.8% | +8.6% | +0.1% |
| YTD | -1.3% | +10.4% | -11.7% | -2.7% |
| 1Y | +30.4% | +25.5% | +4.9% | +26.3% |
| 3Y | +195.3% | +155.8% | +39.5% | +159.4% |
| 5Y | +146.2% | +187.3% | -41.1% | +110.6% |
| 10Y | +200.5% | +462.7% | -262.2% | +123.1% |
| All | +200.5% | +494.7% | -294.2% | +123.1% |
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