+4,306.3%
IT vs WWD
+15,097.2%
-10,790.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -6.8% |
| 7D | -9.1% | +0.8% | -9.9% | -9.3% |
| 30D | -7.0% | -6.4% | -0.6% | -5.4% |
| 3M | +7.6% | -5.6% | +13.3% | +8.4% |
| 6M | +2.1% | -9.1% | +11.2% | +2.7% |
| YTD | -31.6% | +12.5% | -44.1% | -36.6% |
| 1Y | -29.9% | +41.3% | -71.2% | -39.8% |
| 3Y | -51.3% | +170.2% | -221.5% | -66.5% |
| 5Y | -44.8% | +192.5% | -237.3% | -63.6% |
| 10Y | +91.4% | +476.9% | -385.5% | -3.3% |
| All | +4,306.3% | +15,097.2% | -10,790.9% | +1,072.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling