+48.3%
D vs WWD
+460.9%
-412.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.4% | +0.4% | +1.9% | +2.2% |
| 30D | +10.9% | -0.4% | +11.3% | +10.7% |
| 3M | +2.8% | -6.1% | +8.9% | +3.6% |
| 6M | +12.7% | -9.5% | +22.2% | +13.8% |
| YTD | +20.3% | +10.8% | +9.5% | +16.6% |
| 1Y | +17.1% | +23.5% | -6.4% | +11.0% |
| 3Y | +75.1% | +151.3% | -76.1% | +43.0% |
| 5Y | +13.1% | +187.8% | -174.7% | -11.7% |
| 10Y | +48.3% | +461.1% | -412.8% | +2.9% |
| All | +48.3% | +460.9% | -412.7% | +2.9% |
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