+181.9%
FANG vs WWD
+498.2%
-316.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | +2.9% | -2.6% | +5.5% | +4.3% |
| 30D | +2.6% | -6.9% | +9.5% | +6.3% |
| 3M | +7.6% | -13.0% | +20.6% | +13.9% |
| 6M | +17.3% | -12.5% | +29.8% | +20.0% |
| YTD | +38.7% | +11.8% | +26.8% | +20.7% |
| 1Y | +51.6% | +41.1% | +10.6% | +12.2% |
| 3Y | +50.0% | +163.1% | -113.1% | -29.9% |
| 5Y | +237.6% | +187.6% | +49.9% | +39.8% |
| All | +181.9% | +498.2% | -316.3% | -18.4% |
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