+117.4%
INTC vs WWD
+442.7%
-325.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.3% |
| 7D | +17.1% | +8.2% | +9.0% | +13.7% |
| 30D | -40.5% | -0.2% | -40.3% | -40.1% |
| 3M | -39.4% | -8.4% | -31.0% | -37.0% |
| 6M | -49.3% | -9.5% | -39.7% | -47.2% |
| YTD | +65.9% | +10.1% | +55.8% | +60.7% |
| 1Y | +61.5% | +21.6% | +40.0% | +50.0% |
| 3Y | +59.6% | +149.6% | -90.0% | +11.9% |
| 5Y | +31.2% | +191.3% | -160.1% | -14.7% |
| All | +117.4% | +442.7% | -325.3% | +11.9% |
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