+81.0%
F vs WWD
+494.7%
-413.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | -1.6% |
| 7D | -0.6% | +4.2% | -4.8% | -2.9% |
| 30D | +2.9% | -0.8% | +3.7% | +2.7% |
| 3M | -9.5% | -8.2% | -1.3% | -6.4% |
| 6M | +4.0% | -9.8% | +13.9% | +7.3% |
| YTD | -1.3% | +10.4% | -11.7% | -9.2% |
| 1Y | -1.9% | +25.5% | -27.4% | -16.0% |
| 3Y | +53.5% | +155.8% | -102.3% | -13.8% |
| 5Y | -15.1% | +187.3% | -202.5% | -56.1% |
| 10Y | +81.0% | +462.7% | -381.7% | -34.2% |
| All | +81.0% | +494.7% | -413.7% | -34.2% |
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