+236.1%
EW vs WWD
+460.9%
-224.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +9.3% | +0.4% | +8.8% | +9.0% |
| 30D | +22.1% | -0.4% | +22.5% | +21.9% |
| 3M | +13.0% | -6.1% | +19.1% | +14.4% |
| 6M | +30.1% | -9.5% | +39.6% | +32.0% |
| YTD | +22.0% | +10.8% | +11.2% | +15.9% |
| 1Y | +23.7% | +23.5% | +0.2% | +13.6% |
| 3Y | +62.0% | +151.3% | -89.3% | +16.8% |
| 5Y | -12.4% | +187.8% | -200.2% | -40.8% |
| 10Y | +236.1% | +461.1% | -225.0% | +83.8% |
| All | +236.1% | +460.9% | -224.9% | +83.8% |
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