+28.3%
EL vs WWD
+479.8%
-451.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | +13.7% | -5.1% | +18.8% | +15.5% |
| 3M | +14.5% | -11.2% | +25.7% | +18.2% |
| 6M | +7.4% | -12.0% | +19.4% | +10.7% |
| YTD | -4.7% | +12.0% | -16.7% | -10.9% |
| 1Y | +12.9% | +42.8% | -29.9% | -4.5% |
| 3Y | -32.2% | +168.9% | -201.2% | -55.6% |
| 5Y | -68.4% | +192.2% | -260.6% | -80.3% |
| 10Y | +28.3% | +495.3% | -467.0% | -37.2% |
| All | +28.3% | +479.8% | -451.5% | -37.2% |
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