+293.0%
LOW vs WWD
+439.4%
-146.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +1.4% | +4.0% | -2.5% | +0.1% |
| 30D | +21.7% | +0.4% | +21.3% | +21.1% |
| 3M | +5.0% | -7.9% | +12.9% | +7.3% |
| 6M | +4.6% | -10.6% | +15.2% | +7.3% |
| YTD | -3.5% | +9.4% | -12.9% | -8.4% |
| 1Y | +0.5% | +25.7% | -25.2% | -9.4% |
| 3Y | +24.8% | +148.5% | -123.7% | -15.1% |
| 5Y | +6.5% | +189.5% | -183.1% | -33.2% |
| All | +293.0% | +439.4% | -146.4% | +88.5% |
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