+30.3%
BIL vs WWD
+1,360.6%
-1,330.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | +0.1% |
| 30D | +0.3% | -7.2% | +7.5% | +0.3% |
| 3M | +0.9% | -3.8% | +4.8% | +0.9% |
| 6M | +1.8% | -9.9% | +11.7% | +1.8% |
| YTD | +2.4% | +14.8% | -12.4% | +2.5% |
| 1Y | +3.7% | +42.1% | -38.3% | +3.8% |
| 3Y | +14.2% | +170.8% | -156.6% | +14.3% |
| 5Y | +19.4% | +197.5% | -178.1% | +19.6% |
| 10Y | +25.2% | +477.8% | -452.6% | +25.5% |
| All | +30.3% | +1,360.6% | -1,330.3% | +30.8% |
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 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