+35.3%
D vs WWD
+476.2%
-441.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.9% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | -0.7% | -6.4% | +5.7% | +0.3% |
| 3M | +2.1% | -5.6% | +7.7% | +2.7% |
| 6M | +6.8% | -9.1% | +15.9% | +7.7% |
| YTD | +16.5% | +12.5% | +4.0% | +13.0% |
| 1Y | +19.2% | +41.3% | -22.2% | +10.4% |
| 3Y | +61.9% | +170.2% | -108.4% | +30.7% |
| 5Y | +6.5% | +192.5% | -186.0% | -16.9% |
| 10Y | +35.3% | +476.9% | -441.6% | -7.5% |
| All | +35.3% | +476.2% | -441.0% | -7.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling