+291.9%
C vs WWD
+485.4%
-193.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +3.6% | +1.3% | +2.3% | +2.9% |
| 30D | +0.1% | -7.2% | +7.2% | +3.9% |
| 3M | +2.4% | -3.8% | +6.3% | +3.5% |
| 6M | +24.9% | -9.9% | +34.8% | +29.9% |
| YTD | +19.8% | +14.8% | +5.0% | +8.5% |
| 1Y | +44.9% | +42.1% | +2.8% | +15.4% |
| 3Y | +263.0% | +170.8% | +92.2% | +93.9% |
| 5Y | +129.5% | +197.5% | -68.0% | +11.0% |
| All | +291.9% | +485.4% | -193.6% | +26.1% |
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 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