+67.3%
F vs WWD
+439.4%
-372.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -3.1% | +4.0% | -7.1% | -4.9% |
| 30D | 0.0% | +0.4% | -0.4% | -0.7% |
| 3M | -13.2% | -7.9% | -5.3% | -10.4% |
| 6M | -10.2% | -10.6% | +0.4% | -7.0% |
| YTD | -4.9% | +9.4% | -14.3% | -12.2% |
| 1Y | -6.1% | +25.7% | -31.8% | -19.6% |
| 3Y | +46.0% | +148.5% | -102.6% | -16.8% |
| 5Y | -15.7% | +189.5% | -205.2% | -56.6% |
| All | +67.3% | +439.4% | -372.0% | -39.4% |
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