-28.1%
DT vs WWD
+192.1%
-220.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.5% |
| 7D | -4.9% | +0.8% | -5.7% | -5.1% |
| 30D | +2.7% | -6.4% | +9.1% | +4.5% |
| 3M | +20.0% | -5.6% | +25.6% | +20.7% |
| 6M | +28.0% | -9.1% | +37.1% | +28.7% |
| YTD | +16.0% | +12.5% | +3.5% | +6.2% |
| 1Y | +0.7% | +41.3% | -40.6% | -17.3% |
| 3Y | +6.2% | +170.2% | -164.0% | -38.2% |
| 5Y | -28.1% | +192.5% | -220.6% | -62.9% |
| All | -28.1% | +192.1% | -220.2% | -62.9% |
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