+125.6%
EW vs WWD
+479.8%
-354.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | -6.4% | -5.1% | -1.3% | -5.1% |
| 3M | -1.6% | -11.2% | +9.7% | +1.0% |
| 6M | +2.3% | -12.0% | +14.3% | +4.6% |
| YTD | +1.1% | +12.0% | -10.9% | -3.9% |
| 1Y | +8.0% | +42.8% | -34.8% | -4.8% |
| 3Y | +16.3% | +168.9% | -152.6% | -17.8% |
| 5Y | -29.4% | +192.2% | -221.6% | -52.5% |
| 10Y | +125.6% | +495.3% | -369.7% | +15.3% |
| All | +125.6% | +479.8% | -354.2% | +15.3% |
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