+51.8%
BEN vs WWD
+490.2%
-438.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.7% |
| 7D | +0.3% | -2.9% | +3.2% | +1.6% |
| 30D | +0.9% | -6.6% | +7.5% | +3.8% |
| 3M | +9.2% | -9.3% | +18.5% | +13.1% |
| 6M | +36.8% | -13.6% | +50.4% | +44.0% |
| YTD | +44.4% | +10.4% | +34.0% | +34.9% |
| 1Y | +45.8% | +39.9% | +6.0% | +20.8% |
| 3Y | +52.5% | +165.0% | -112.5% | -11.0% |
| 5Y | +37.7% | +183.8% | -146.1% | -24.3% |
| All | +51.8% | +490.2% | -438.4% | -48.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling