+221.7%
PODD vs WWD
+490.2%
-268.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -2.0% |
| 7D | -10.6% | -2.9% | -7.7% | -9.8% |
| 30D | -6.9% | -6.6% | -0.3% | -5.3% |
| 3M | -10.6% | -9.3% | -1.3% | -8.9% |
| 6M | -43.5% | -13.6% | -29.9% | -41.9% |
| YTD | -52.6% | +10.4% | -63.0% | -54.9% |
| 1Y | -60.1% | +39.9% | -100.0% | -64.9% |
| 3Y | -21.7% | +165.0% | -186.7% | -44.2% |
| 5Y | -54.6% | +183.8% | -238.4% | -69.0% |
| All | +221.7% | +490.2% | -268.5% | +33.6% |
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