+66.9%
DD vs WWD
+498.2%
-431.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.9% |
| 7D | -3.5% | -2.6% | -0.9% | -2.3% |
| 30D | -11.7% | -6.9% | -4.7% | -8.8% |
| 3M | -9.2% | -13.0% | +3.8% | -4.0% |
| 6M | -7.2% | -12.5% | +5.3% | -2.7% |
| YTD | +6.6% | +11.8% | -5.2% | -1.1% |
| 1Y | +32.0% | +41.1% | -9.1% | +8.5% |
| 3Y | +42.1% | +163.1% | -120.9% | -16.2% |
| 5Y | +58.1% | +187.6% | -129.6% | -13.5% |
| All | +66.9% | +498.2% | -431.4% | -34.7% |
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