+56.7%
BDX vs WWD
+498.2%
-441.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -3.2% | -2.6% | -0.6% | -2.7% |
| 30D | -2.5% | -6.9% | +4.4% | -1.4% |
| 3M | +21.4% | -13.0% | +34.5% | +23.8% |
| 6M | +10.4% | -12.5% | +22.9% | +12.1% |
| YTD | +18.8% | +11.8% | +7.0% | +15.5% |
| 1Y | +21.7% | +41.1% | -19.4% | +13.4% |
| 3Y | -10.0% | +163.1% | -173.0% | -25.9% |
| 5Y | -1.8% | +187.6% | -189.4% | -21.8% |
| All | +56.7% | +498.2% | -441.6% | +7.7% |
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