+44.1%
PL vs WWD
+176.7%
-132.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +5.6% | +0.4% | +5.2% | +6.0% |
| 30D | -16.9% | -0.4% | -16.5% | -16.3% |
| 3M | -38.2% | -6.1% | -32.1% | -35.8% |
| 6M | -63.4% | -9.5% | -53.9% | -61.7% |
| YTD | -27.6% | +10.8% | -38.4% | -35.2% |
| 1Y | +6.6% | +23.5% | -17.0% | -10.6% |
| 3Y | +557.6% | +151.3% | +406.3% | +257.1% |
| 5Y | +39.5% | +187.8% | -148.3% | -31.5% |
| All | +44.1% | +176.7% | -132.5% | -29.2% |
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