+674.0%
MRNA vs WWD
+356.4%
+317.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.3% |
| 7D | -1.1% | -2.6% | +1.5% | -0.9% |
| 30D | +126.1% | -6.9% | +133.1% | +127.5% |
| 3M | +190.0% | -13.0% | +203.1% | +193.7% |
| 6M | +157.2% | -12.5% | +169.7% | +159.9% |
| YTD | +388.2% | +11.8% | +376.4% | +383.8% |
| 1Y | +467.0% | +41.1% | +426.0% | +453.1% |
| 3Y | +36.1% | +163.1% | -127.0% | +30.0% |
| 5Y | -68.0% | +187.6% | -255.6% | -69.9% |
| All | +674.0% | +356.4% | +317.6% | +547.1% |
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