+785.4%
MSCI vs WWD
+461.1%
+324.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.7% | -3.3% |
| 7D | +2.8% | +4.2% | -1.3% | +1.5% |
| 30D | +15.4% | -2.1% | +17.6% | +15.8% |
| 3M | +13.4% | -13.2% | +26.6% | +17.6% |
| 6M | +10.9% | -16.9% | +27.8% | +15.3% |
| YTD | +13.0% | +5.2% | +7.7% | +7.0% |
| 1Y | +12.0% | +20.6% | -8.6% | +0.8% |
| 3Y | +34.1% | +146.3% | -112.2% | -8.7% |
| 5Y | +3.9% | +171.3% | -167.4% | -33.1% |
| All | +785.4% | +461.1% | +324.3% | +348.8% |
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