+69.0%
F vs WWD
+468.3%
-399.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.9% |
| 7D | -2.1% | +3.7% | -5.9% | -4.0% |
| 30D | +3.3% | +1.8% | +1.5% | +1.9% |
| 3M | -11.3% | -5.0% | -6.3% | -9.8% |
| 6M | +5.3% | -8.4% | +13.7% | +7.8% |
| YTD | -2.2% | +12.3% | -14.5% | -10.8% |
| 1Y | -3.5% | +26.2% | -29.8% | -17.5% |
| 3Y | +49.5% | +154.6% | -105.1% | -15.7% |
| 5Y | -13.5% | +195.3% | -208.8% | -55.9% |
| 10Y | +69.0% | +466.3% | -397.3% | -38.8% |
| All | +69.0% | +468.3% | -399.3% | -38.8% |
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