-10.2%
DOW vs WWD
+262.3%
-272.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.5% |
| 7D | -2.4% | -2.9% | +0.5% | -1.1% |
| 30D | -4.1% | -6.6% | +2.5% | -1.4% |
| 3M | -12.4% | -9.3% | -3.1% | -10.1% |
| 6M | -10.6% | -13.6% | +3.0% | -8.6% |
| YTD | +31.1% | +10.4% | +20.7% | +17.0% |
| 1Y | +30.5% | +39.9% | -9.4% | +1.7% |
| 3Y | -34.4% | +165.0% | -199.4% | -65.9% |
| 5Y | -35.5% | +183.8% | -219.3% | -69.1% |
| All | -10.2% | +262.3% | -272.5% | -60.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling