+380.3%
NDAQ vs WWD
+479.8%
-99.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -1.5% | -5.1% | +3.6% | -0.3% |
| 3M | +8.0% | -11.2% | +19.3% | +10.5% |
| 6M | +7.7% | -12.0% | +19.8% | +9.7% |
| YTD | -2.3% | +12.0% | -14.3% | -7.5% |
| 1Y | +0.6% | +42.8% | -42.2% | -11.5% |
| 3Y | +90.9% | +168.9% | -78.0% | +38.0% |
| 5Y | +52.5% | +192.2% | -139.7% | +5.3% |
| 10Y | +380.3% | +495.3% | -115.0% | +159.0% |
| All | +380.3% | +479.8% | -99.5% | +159.0% |
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