+208.8%
C vs WWD
+460.9%
-252.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.7% |
| 30D | -5.2% | -0.4% | -4.8% | -5.3% |
| 3M | -9.1% | -6.1% | -3.0% | -6.6% |
| 6M | -1.6% | -9.5% | +7.9% | +2.1% |
| YTD | +6.9% | +10.8% | -3.9% | -1.8% |
| 1Y | +23.0% | +23.5% | -0.6% | +5.5% |
| 3Y | +216.1% | +151.3% | +64.9% | +75.3% |
| 5Y | +112.2% | +187.8% | -75.6% | +4.2% |
| 10Y | +208.8% | +461.1% | -252.3% | +2.2% |
| All | +208.8% | +460.9% | -252.1% | +2.2% |
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