+339.6%
PODD vs WWD
+439.4%
-99.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.3% |
| 7D | +4.1% | +4.0% | +0.1% | +3.0% |
| 30D | +13.9% | +0.4% | +13.4% | +13.4% |
| 3M | +4.1% | -7.9% | +12.0% | +5.9% |
| 6M | +2.4% | -10.6% | +13.1% | +4.3% |
| YTD | -46.4% | +9.4% | -55.7% | -49.0% |
| 1Y | -54.2% | +25.7% | -79.9% | -58.4% |
| 3Y | -6.9% | +148.5% | -155.4% | -32.1% |
| 5Y | -51.6% | +189.5% | -241.1% | -66.9% |
| All | +339.6% | +439.4% | -99.8% | +116.7% |
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