+193.4%
B vs WWD
+476.2%
-282.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.1% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +1.4% | -6.4% | +7.8% | +2.4% |
| 3M | +12.2% | -5.6% | +17.8% | +13.0% |
| 6M | -2.1% | -9.1% | +7.0% | -0.9% |
| YTD | +2.9% | +12.5% | -9.6% | +1.3% |
| 1Y | +55.3% | +41.3% | +14.0% | +48.0% |
| 3Y | +198.7% | +170.2% | +28.5% | +160.0% |
| 5Y | +153.8% | +192.5% | -38.7% | +116.0% |
| 10Y | +193.4% | +476.9% | -283.5% | +130.7% |
| All | +193.4% | +476.2% | -282.8% | +130.7% |
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