+800.7%
MSCI vs WWD
+460.9%
+339.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +2.7% | +0.4% | +2.2% | +2.4% |
| 30D | +16.2% | -0.4% | +16.6% | +16.0% |
| 3M | +17.1% | -6.1% | +23.2% | +18.6% |
| 6M | +13.0% | -9.5% | +22.5% | +14.5% |
| YTD | +15.8% | +10.8% | +5.0% | +7.9% |
| 1Y | +15.5% | +23.5% | -8.0% | +3.3% |
| 3Y | +32.3% | +151.3% | -118.9% | -10.3% |
| 5Y | +8.2% | +187.8% | -179.7% | -31.6% |
| 10Y | +800.7% | +461.1% | +339.6% | +355.9% |
| All | +800.7% | +460.9% | +339.8% | +355.9% |
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