+115.6%
DT vs WWD
+210.1%
-94.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -2.5% | -2.9% | +0.3% | -1.7% |
| 30D | +3.5% | -6.6% | +10.1% | +5.6% |
| 3M | +26.7% | -9.3% | +36.0% | +29.5% |
| 6M | +36.1% | -13.6% | +49.8% | +39.5% |
| YTD | +18.6% | +10.4% | +8.3% | +10.3% |
| 1Y | +7.9% | +39.9% | -32.0% | -8.9% |
| 3Y | +8.6% | +165.0% | -156.5% | -29.6% |
| 5Y | -26.7% | +183.8% | -210.5% | -54.7% |
| All | +115.6% | +210.1% | -94.5% | +30.7% |
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