+147.8%
GE vs WWD
+490.2%
-342.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | -2.8% | -2.9% | +0.1% | -1.2% |
| 30D | -11.9% | -6.6% | -5.3% | -8.5% |
| 3M | +1.8% | -9.3% | +11.1% | +7.0% |
| 6M | -0.6% | -13.6% | +13.0% | +7.4% |
| YTD | +5.5% | +10.4% | -4.8% | -1.3% |
| 1Y | +15.0% | +39.9% | -24.9% | -6.9% |
| 3Y | +269.5% | +165.0% | +104.5% | +103.5% |
| 5Y | +422.4% | +183.8% | +238.6% | +169.0% |
| All | +147.8% | +490.2% | -342.4% | -6.6% |
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