+246.5%
BBY vs WWD
+498.2%
-251.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.6% |
| 7D | +0.6% | -2.6% | +3.2% | +1.6% |
| 30D | +9.4% | -6.9% | +16.3% | +12.3% |
| 3M | +19.3% | -13.0% | +32.4% | +24.7% |
| 6M | +47.9% | -12.5% | +60.4% | +52.6% |
| YTD | +39.6% | +11.8% | +27.7% | +29.2% |
| 1Y | +22.2% | +41.1% | -18.9% | +2.3% |
| 3Y | +45.0% | +163.1% | -118.1% | -8.7% |
| 5Y | +2.6% | +187.6% | -185.1% | -39.4% |
| All | +246.5% | +498.2% | -251.7% | +47.7% |
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