+116.1%
PG vs WWD
+498.2%
-382.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.4% |
| 7D | -0.8% | -2.6% | +1.8% | -0.5% |
| 30D | +0.8% | -6.9% | +7.8% | +1.7% |
| 3M | -1.3% | -13.0% | +11.7% | +0.3% |
| 6M | -3.8% | -12.5% | +8.6% | -2.6% |
| YTD | +3.6% | +11.8% | -8.2% | +1.3% |
| 1Y | -5.7% | +41.1% | -46.8% | -11.0% |
| 3Y | +1.6% | +163.1% | -161.5% | -13.6% |
| 5Y | +14.6% | +187.6% | -173.0% | -5.2% |
| All | +116.1% | +498.2% | -382.1% | +64.0% |
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