+707.9%
P vs WWD
+494.7%
+213.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.4% | +3.9% |
| 7D | -9.6% | +4.2% | -13.8% | -10.9% |
| 30D | -33.4% | -0.8% | -32.7% | -33.0% |
| 3M | +14.2% | -8.2% | +22.4% | +19.3% |
| 6M | +31.6% | -9.8% | +41.4% | +37.1% |
| YTD | +53.5% | +10.4% | +43.1% | +42.9% |
| 1Y | +14.2% | +25.5% | -11.3% | -0.2% |
| 3Y | +190.5% | +155.8% | +34.7% | +77.4% |
| 5Y | +256.3% | +187.3% | +69.0% | +100.4% |
| 10Y | +707.9% | +462.7% | +245.2% | +230.7% |
| All | +707.9% | +494.7% | +213.2% | +230.7% |
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