+34.5%
D vs WWD
+488.0%
-453.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +1.5% | +1.3% | +0.2% | +1.2% |
| 30D | -2.6% | -7.2% | +4.6% | -1.4% |
| 3M | 0.0% | -3.8% | +3.8% | +0.3% |
| 6M | +7.4% | -9.9% | +17.3% | +8.4% |
| YTD | +15.9% | +14.8% | +1.0% | +11.9% |
| 1Y | +18.1% | +42.1% | -24.0% | +9.4% |
| 3Y | +58.4% | +170.8% | -112.4% | +27.9% |
| 5Y | +5.2% | +197.5% | -192.3% | -18.2% |
| All | +34.5% | +488.0% | -453.6% | -8.3% |
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