+207.2%
C vs WWD
+442.7%
-235.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.9% |
| 7D | +4.7% | +8.2% | -3.4% | +0.4% |
| 30D | +0.2% | -0.2% | +0.4% | -0.1% |
| 3M | -9.3% | -8.4% | -0.9% | -5.7% |
| 6M | -0.8% | -9.5% | +8.7% | +2.8% |
| YTD | +8.5% | +10.1% | -1.6% | -0.1% |
| 1Y | +23.1% | +21.6% | +1.5% | +6.6% |
| 3Y | +220.8% | +149.6% | +71.2% | +78.5% |
| 5Y | +112.4% | +191.3% | -78.9% | +3.5% |
| All | +207.2% | +442.7% | -235.5% | +5.1% |
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