+211.8%
PM vs WWD
+479.8%
-268.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | -0.2% | -5.1% | +4.9% | +0.8% |
| 3M | +4.9% | -11.2% | +16.1% | +6.8% |
| 6M | +9.0% | -12.0% | +21.1% | +10.7% |
| YTD | +17.8% | +12.0% | +5.8% | +12.9% |
| 1Y | +16.8% | +42.8% | -26.0% | +5.6% |
| 3Y | +125.4% | +168.9% | -43.5% | +71.0% |
| 5Y | +128.7% | +192.2% | -63.5% | +66.0% |
| 10Y | +211.8% | +495.3% | -283.4% | +90.1% |
| All | +211.8% | +479.8% | -268.0% | +90.1% |
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