+632.4%
GEV vs WWD
+124.6%
+507.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.3% | +2.8% |
| 7D | +1.6% | -2.6% | +4.2% | +3.3% |
| 30D | -7.9% | -6.9% | -1.0% | -3.9% |
| 3M | +5.6% | -13.0% | +18.7% | +14.4% |
| 6M | +13.1% | -12.5% | +25.5% | +20.7% |
| YTD | +46.7% | +11.8% | +34.9% | +31.4% |
| 1Y | +51.3% | +41.1% | +10.2% | +12.4% |
| All | +632.4% | +124.6% | +507.9% | +362.7% |
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