+820.4%
MSCI vs WWD
+468.3%
+352.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | -1.9% | +3.7% | -5.6% | -3.0% |
| 30D | +16.5% | +1.8% | +14.7% | +15.5% |
| 3M | +18.2% | -5.0% | +23.2% | +19.3% |
| 6M | +14.0% | -8.4% | +22.4% | +15.1% |
| YTD | +16.6% | +12.3% | +4.3% | +8.3% |
| 1Y | +14.8% | +26.2% | -11.4% | +2.0% |
| 3Y | +33.3% | +154.6% | -121.3% | -10.0% |
| 5Y | +9.1% | +195.3% | -186.2% | -31.6% |
| 10Y | +820.4% | +466.3% | +354.1% | +363.3% |
| All | +820.4% | +468.3% | +352.0% | +363.3% |
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