+107.3%
PR vs WWD
+478.9%
-371.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.2% |
| 7D | +2.9% | +1.3% | +1.6% | +2.1% |
| 30D | +18.0% | -7.2% | +25.2% | +22.2% |
| 3M | +16.9% | -3.8% | +20.7% | +16.3% |
| 6M | +28.2% | -9.9% | +38.1% | +29.0% |
| YTD | +69.3% | +14.8% | +54.5% | +45.6% |
| 1Y | +69.5% | +42.1% | +27.4% | +25.7% |
| 3Y | +81.7% | +170.8% | -89.1% | -14.3% |
| 5Y | +422.2% | +197.5% | +224.7% | +123.4% |
| All | +107.3% | +478.9% | -371.6% | -18.5% |
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