+196.7%
EXC vs WWD
+439.4%
-242.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +1.4% | +4.0% | -2.6% | +0.5% |
| 30D | +8.6% | +0.4% | +8.2% | +8.1% |
| 3M | +2.4% | -7.9% | +10.3% | +3.8% |
| 6M | +6.5% | -10.6% | +17.1% | +8.1% |
| YTD | +9.0% | +9.4% | -0.3% | +4.2% |
| 1Y | +4.6% | +25.7% | -21.2% | -4.0% |
| 3Y | +33.5% | +148.5% | -115.1% | -2.4% |
| 5Y | +41.4% | +189.5% | -148.1% | -4.1% |
| All | +196.7% | +439.4% | -242.7% | +61.8% |
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