+64.4%
PPL vs WWD
+494.7%
-430.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -1.4% |
| 7D | -1.2% | +4.2% | -5.4% | -2.3% |
| 30D | +4.2% | -0.8% | +5.0% | +4.1% |
| 3M | +1.5% | -8.2% | +9.7% | +3.1% |
| 6M | +1.0% | -9.8% | +10.9% | +2.5% |
| YTD | +4.4% | +10.4% | -6.0% | -0.6% |
| 1Y | +0.8% | +25.5% | -24.7% | -7.6% |
| 3Y | +56.5% | +155.8% | -99.3% | +13.6% |
| 5Y | +47.7% | +187.3% | -139.6% | +0.7% |
| 10Y | +64.4% | +462.7% | -398.3% | -6.5% |
| All | +64.4% | +494.7% | -430.3% | -6.5% |
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