+693.5%
P vs WWD
+485.4%
+208.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +6.5% | +1.3% | +5.3% | +5.9% |
| 30D | +18.8% | -7.2% | +26.0% | +23.1% |
| 3M | +26.7% | -3.8% | +30.6% | +27.9% |
| 6M | +62.2% | -9.9% | +72.1% | +67.3% |
| YTD | +48.5% | +14.8% | +33.7% | +35.3% |
| 1Y | +26.4% | +42.1% | -15.7% | +3.6% |
| 3Y | +159.4% | +170.8% | -11.4% | +53.7% |
| 5Y | +275.8% | +197.5% | +78.3% | +107.3% |
| All | +693.5% | +485.4% | +208.1% | +206.1% |
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