+340.0%
IR vs WWD
+432.6%
-92.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.2% |
| 30D | +9.0% | -0.4% | +9.4% | +9.2% |
| 3M | -0.9% | -6.1% | +5.2% | +2.0% |
| 6M | +13.4% | -9.5% | +22.9% | +18.0% |
| YTD | +8.5% | +10.8% | -2.3% | +1.2% |
| 1Y | +11.3% | +23.5% | -12.3% | -2.3% |
| 3Y | +26.0% | +151.3% | -125.3% | -25.5% |
| 5Y | +47.9% | +187.8% | -140.0% | -20.5% |
| All | +340.0% | +432.6% | -92.6% | +64.8% |
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