+55.3%
O vs WWD
+479.8%
-424.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -2.4% | -5.1% | +2.6% | -1.0% |
| 3M | -0.6% | -11.2% | +10.7% | +2.3% |
| 6M | -5.0% | -12.0% | +7.0% | -2.6% |
| YTD | +10.4% | +12.0% | -1.6% | +3.8% |
| 1Y | +6.6% | +42.8% | -36.2% | -8.5% |
| 3Y | +28.4% | +168.9% | -140.6% | -16.3% |
| 5Y | +15.3% | +192.2% | -176.9% | -29.7% |
| 10Y | +55.3% | +495.3% | -440.0% | -29.8% |
| All | +55.3% | +479.8% | -424.5% | -29.8% |
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