+49.6%
PFE vs WWD
+494.7%
-445.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -1.3% |
| 7D | -4.7% | +4.2% | -8.9% | -5.4% |
| 30D | +3.4% | -0.8% | +4.1% | +3.3% |
| 3M | +9.2% | -8.2% | +17.4% | +10.3% |
| 6M | +15.8% | -9.8% | +25.7% | +16.9% |
| YTD | +23.4% | +10.4% | +13.0% | +20.0% |
| 1Y | +25.8% | +25.5% | +0.4% | +19.6% |
| 3Y | +17.8% | +155.8% | -137.9% | -2.1% |
| 5Y | -20.2% | +187.3% | -207.5% | -36.1% |
| 10Y | +49.6% | +462.7% | -413.1% | +5.9% |
| All | +49.6% | +494.7% | -445.1% | +5.9% |
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