+40.4%
PL vs WWD
+174.8%
-134.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -1.9% |
| 7D | +22.3% | +8.2% | +14.1% | +17.2% |
| 30D | -8.3% | -0.2% | -8.1% | -7.7% |
| 3M | -43.3% | -8.4% | -34.9% | -40.2% |
| 6M | -65.8% | -9.5% | -56.3% | -64.2% |
| YTD | -29.5% | +10.1% | -39.6% | -36.6% |
| 1Y | +11.7% | +21.6% | -9.8% | -5.3% |
| 3Y | +540.6% | +149.6% | +391.0% | +249.3% |
| 5Y | +32.9% | +191.3% | -158.4% | -34.5% |
| All | +40.4% | +174.8% | -134.4% | -30.8% |
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