+95.6%
F vs WWD
+478.9%
-383.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +5.3% | +1.3% | +4.0% | +4.7% |
| 30D | +4.6% | -7.2% | +11.8% | +8.2% |
| 3M | -3.7% | -3.8% | +0.2% | -2.9% |
| 6M | +16.8% | -9.9% | +26.7% | +20.7% |
| YTD | +15.3% | +14.8% | +0.5% | +4.8% |
| 1Y | +31.0% | +42.1% | -11.1% | +6.1% |
| 3Y | +45.4% | +170.8% | -125.4% | -20.2% |
| 5Y | +54.7% | +197.5% | -142.8% | -21.0% |
| All | +95.6% | +478.9% | -383.3% | -31.8% |
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