+554.8%
MA vs WWD
+494.7%
+60.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -1.2% |
| 7D | -0.3% | +4.2% | -4.5% | -2.0% |
| 30D | +11.3% | -0.8% | +12.1% | +11.2% |
| 3M | +16.7% | -8.2% | +24.9% | +19.4% |
| 6M | +32.8% | -9.8% | +42.6% | +35.3% |
| YTD | +15.6% | +10.4% | +5.2% | +7.1% |
| 1Y | +19.6% | +25.5% | -5.9% | +4.7% |
| 3Y | +72.1% | +155.8% | -83.7% | +7.8% |
| 5Y | +96.0% | +187.3% | -91.3% | +13.7% |
| 10Y | +554.8% | +462.7% | +92.1% | +186.4% |
| All | +554.8% | +494.7% | +60.1% | +186.4% |
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