+284.9%
IR vs WWD
+440.8%
-155.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.6% |
| 7D | +0.6% | +0.8% | -0.2% | +0.2% |
| 30D | -13.6% | -6.4% | -7.2% | -10.8% |
| 3M | +3.7% | -5.6% | +9.3% | +5.8% |
| 6M | -13.1% | -9.1% | -4.0% | -9.8% |
| YTD | -5.1% | +12.5% | -17.6% | -12.0% |
| 1Y | -6.5% | +41.3% | -47.8% | -23.3% |
| 3Y | +8.5% | +170.2% | -161.7% | -38.1% |
| 5Y | +43.3% | +192.5% | -149.2% | -23.6% |
| All | +284.9% | +440.8% | -155.9% | +43.3% |
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