+4,270.4%
BDX vs WWD
+15,408.5%
-11,138.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.5% | +1.3% | -3.8% | -2.7% |
| 30D | +8.3% | -7.2% | +15.4% | +9.3% |
| 3M | +24.4% | -3.8% | +28.2% | +24.7% |
| 6M | +9.2% | -9.9% | +19.1% | +10.2% |
| YTD | +22.7% | +14.8% | +7.9% | +19.5% |
| 1Y | +25.9% | +42.1% | -16.2% | +18.7% |
| 3Y | -10.5% | +170.8% | -181.3% | -23.8% |
| 5Y | +1.9% | +197.5% | -195.6% | -15.3% |
| 10Y | +58.7% | +477.8% | -419.1% | +15.7% |
| All | +4,270.4% | +15,408.5% | -11,138.2% | +2,234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling