+64.9%
EL vs WWD
+460.9%
-396.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +7.6% | +0.4% | +7.2% | +7.4% |
| 30D | +15.7% | -0.4% | +16.1% | +15.4% |
| 3M | +30.5% | -6.1% | +36.6% | +32.5% |
| 6M | +32.5% | -9.5% | +42.1% | +34.9% |
| YTD | +9.4% | +10.8% | -1.4% | +2.2% |
| 1Y | +28.4% | +23.5% | +4.8% | +14.3% |
| 3Y | +4.4% | +151.3% | -146.8% | -30.2% |
| 5Y | -64.5% | +187.8% | -252.3% | -77.9% |
| 10Y | +64.9% | +461.1% | -396.2% | -14.6% |
| All | +64.9% | +460.9% | -396.0% | -14.6% |
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 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