+61.1%
PPL vs WWD
+442.6%
-381.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +2.2% |
| 7D | +1.0% | -2.6% | +3.6% | +1.5% |
| 30D | +6.8% | -7.7% | +14.6% | +8.5% |
| 3M | +3.9% | -17.7% | +21.6% | +8.3% |
| 6M | -2.0% | -15.9% | +13.9% | +1.0% |
| YTD | +5.3% | +1.8% | +3.5% | +2.3% |
| 1Y | +2.2% | +17.4% | -15.2% | -4.8% |
| 3Y | +56.7% | +137.1% | -80.4% | +16.1% |
| 5Y | +49.1% | +162.4% | -113.3% | +4.3% |
| All | +61.1% | +442.6% | -381.4% | -0.3% |
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