+53.8%
NDAQ vs WWD
+192.1%
-138.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.5% |
| 7D | -2.6% | +0.8% | -3.4% | -2.7% |
| 30D | +0.5% | -6.4% | +6.9% | +1.7% |
| 3M | +9.9% | -5.6% | +15.5% | +10.3% |
| 6M | +8.2% | -9.1% | +17.3% | +9.0% |
| YTD | -1.5% | +12.5% | -14.0% | -6.9% |
| 1Y | +1.3% | +41.3% | -40.0% | -10.9% |
| 3Y | +92.6% | +170.2% | -77.6% | +36.2% |
| 5Y | +53.8% | +192.5% | -138.7% | +0.2% |
| All | +53.8% | +192.1% | -138.3% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling