+1,110.0%
DIA vs WWD
+8,611.5%
-7,501.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -1.6% | +3.7% | -5.4% | -2.6% |
| 30D | +1.3% | +1.8% | -0.5% | +0.6% |
| 3M | -2.1% | -5.0% | +2.9% | -1.1% |
| 6M | +6.2% | -8.4% | +14.6% | +7.7% |
| YTD | +10.3% | +12.3% | -1.9% | +5.4% |
| 1Y | +11.0% | +26.2% | -15.3% | +2.5% |
| 3Y | +60.4% | +154.6% | -94.2% | +21.1% |
| 5Y | +59.1% | +195.3% | -136.2% | +13.7% |
| 10Y | +237.1% | +466.3% | -229.2% | +94.8% |
| All | +1,110.0% | +8,611.5% | -7,501.5% | +304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling