+197.7%
EXC vs WWD
+460.9%
-263.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +0.1% | +0.4% | -0.4% | -0.2% |
| 30D | +9.0% | -0.4% | +9.4% | +8.8% |
| 3M | +3.3% | -6.1% | +9.4% | +4.3% |
| 6M | +5.7% | -9.5% | +15.2% | +7.0% |
| YTD | +7.3% | +10.8% | -3.5% | +2.3% |
| 1Y | +2.9% | +23.5% | -20.6% | -5.1% |
| 3Y | +29.3% | +151.3% | -121.9% | -5.7% |
| 5Y | +40.1% | +187.8% | -147.8% | -4.7% |
| 10Y | +197.7% | +461.1% | -263.4% | +58.3% |
| All | +197.7% | +460.9% | -263.3% | +58.3% |
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