+79.8%
F vs WWD
+461.1%
-381.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -2.3% |
| 7D | +1.6% | +4.2% | -2.6% | -0.7% |
| 30D | +2.6% | -2.1% | +4.8% | +3.1% |
| 3M | -8.8% | -13.2% | +4.4% | -3.2% |
| 6M | +4.6% | -16.9% | +21.5% | +12.2% |
| YTD | -1.9% | +5.2% | -7.1% | -7.6% |
| 1Y | -0.8% | +20.6% | -21.4% | -13.3% |
| 3Y | +43.5% | +146.3% | -102.8% | -18.0% |
| 5Y | -12.1% | +171.3% | -183.4% | -53.2% |
| All | +79.8% | +461.1% | -381.2% | -32.6% |
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