-35.9%
DOW vs WWD
+191.3%
-227.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -6.0% | +0.6% | -6.6% | -6.2% |
| 30D | -2.7% | -5.1% | +2.4% | -1.6% |
| 3M | -10.5% | -11.2% | +0.8% | -8.7% |
| 6M | -12.4% | -12.0% | -0.4% | -11.8% |
| YTD | +30.0% | +12.0% | +18.0% | +19.1% |
| 1Y | +27.8% | +42.8% | -15.0% | +6.0% |
| 3Y | -34.9% | +168.9% | -203.9% | -59.0% |
| 5Y | -35.9% | +192.2% | -228.1% | -62.5% |
| All | -35.9% | +191.3% | -227.2% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling