+7,574.6%
DRI vs WWD
+19,083.3%
-11,508.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | 0.0% |
| 7D | +3.1% | +4.2% | -1.1% | +1.6% |
| 30D | +16.2% | -0.8% | +17.0% | +16.1% |
| 3M | +8.4% | -8.2% | +16.5% | +10.5% |
| 6M | +19.0% | -9.8% | +28.8% | +21.2% |
| YTD | +28.8% | +10.4% | +18.4% | +22.1% |
| 1Y | +33.1% | +25.5% | +7.7% | +20.7% |
| 3Y | +70.8% | +155.8% | -85.0% | +20.5% |
| 5Y | +74.2% | +187.3% | -113.1% | +16.5% |
| 10Y | +345.5% | +462.7% | -117.2% | +144.2% |
| All | +7,574.6% | +19,083.3% | -11,508.7% | +2,076.6% |
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