+111.9%
INTC vs WWD
+439.4%
-327.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +6.0% | +4.0% | +2.1% | +4.5% |
| 30D | -39.2% | +0.4% | -39.6% | -39.0% |
| 3M | -42.9% | -7.9% | -35.0% | -40.8% |
| 6M | -50.4% | -10.6% | -39.8% | -48.1% |
| YTD | +61.7% | +9.4% | +52.3% | +57.1% |
| 1Y | +66.1% | +25.7% | +40.4% | +52.3% |
| 3Y | +58.1% | +148.5% | -90.4% | +11.0% |
| 5Y | +27.9% | +189.5% | -161.7% | -16.7% |
| All | +111.9% | +439.4% | -327.4% | +9.3% |
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