+158.6%
GE vs WWD
+468.3%
-309.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.7% |
| 7D | +4.0% | +3.7% | +0.3% | +1.9% |
| 30D | +11.1% | +1.8% | +9.3% | +9.7% |
| 3M | -6.7% | -5.0% | -1.8% | -4.3% |
| 6M | +14.3% | -8.4% | +22.7% | +19.0% |
| YTD | +11.7% | +12.3% | -0.5% | +3.3% |
| 1Y | +10.9% | +26.2% | -15.3% | -4.9% |
| 3Y | +279.0% | +154.6% | +124.4% | +113.0% |
| 5Y | +427.0% | +195.3% | +231.7% | +164.3% |
| 10Y | +158.6% | +466.3% | -307.7% | -0.6% |
| All | +158.6% | +468.3% | -309.8% | -0.6% |
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