+90.0%
IT vs WWD
+490.2%
-400.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -12.7% | -2.9% | -9.8% | -12.0% |
| 30D | -8.9% | -6.6% | -2.3% | -7.3% |
| 3M | +10.1% | -9.3% | +19.5% | +12.2% |
| 6M | +7.3% | -13.6% | +20.9% | +9.5% |
| YTD | -32.4% | +10.4% | -42.7% | -37.7% |
| 1Y | -26.6% | +39.9% | -66.5% | -38.4% |
| 3Y | -51.8% | +165.0% | -216.9% | -69.0% |
| 5Y | -45.6% | +183.8% | -229.4% | -66.8% |
| All | +90.0% | +490.2% | -400.2% | -14.0% |
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