+202.7%
PAAS vs WWD
+476.2%
-273.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +2.0% | +0.8% | +1.2% | +1.8% |
| 30D | -0.1% | -6.4% | +6.3% | +1.6% |
| 3M | +8.2% | -5.6% | +13.9% | +9.5% |
| 6M | -13.8% | -9.1% | -4.7% | -11.8% |
| YTD | -0.6% | +12.5% | -13.2% | -4.1% |
| 1Y | +44.0% | +41.3% | +2.7% | +30.2% |
| 3Y | +246.6% | +170.2% | +76.4% | +159.8% |
| 5Y | +116.1% | +192.5% | -76.4% | +55.7% |
| 10Y | +202.7% | +476.9% | -274.1% | +68.9% |
| All | +202.7% | +476.2% | -273.5% | +68.9% |
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