+43.8%
D vs WWD
+494.7%
-450.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.3% |
| 7D | +0.8% | +4.2% | -3.4% | 0.0% |
| 30D | +10.7% | -0.8% | +11.5% | +10.6% |
| 3M | +2.3% | -8.2% | +10.5% | +3.4% |
| 6M | +12.5% | -9.8% | +22.3% | +13.6% |
| YTD | +20.1% | +10.4% | +9.7% | +16.4% |
| 1Y | +15.6% | +25.5% | -9.9% | +9.2% |
| 3Y | +75.2% | +155.8% | -80.6% | +42.5% |
| 5Y | +14.6% | +187.3% | -172.7% | -10.6% |
| 10Y | +43.8% | +462.7% | -418.9% | -0.9% |
| All | +43.8% | +494.7% | -450.9% | -0.9% |
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