+32.9%
PFE vs WWD
+476.2%
-443.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.0% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | +3.8% | -6.4% | +10.3% | +4.9% |
| 3M | +10.4% | -5.6% | +16.0% | +10.9% |
| 6M | +6.3% | -9.1% | +15.4% | +7.2% |
| YTD | +17.4% | +12.5% | +4.9% | +13.9% |
| 1Y | +21.1% | +41.3% | -20.2% | +12.9% |
| 3Y | -1.6% | +170.2% | -171.8% | -19.3% |
| 5Y | -22.2% | +192.5% | -214.6% | -38.1% |
| 10Y | +32.9% | +476.9% | -444.0% | -16.5% |
| All | +32.9% | +476.2% | -443.4% | -16.5% |
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