+78.7%
PR vs WWD
+468.3%
-389.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.1% |
| 7D | -0.5% | +3.7% | -4.2% | -2.5% |
| 30D | -4.6% | +1.8% | -6.4% | -6.2% |
| 3M | +4.7% | -5.0% | +9.7% | +6.2% |
| 6M | +12.4% | -8.4% | +20.8% | +13.4% |
| YTD | +62.9% | +12.3% | +50.6% | +40.2% |
| 1Y | +70.6% | +26.2% | +44.3% | +34.8% |
| 3Y | +90.0% | +154.6% | -64.6% | -8.2% |
| 5Y | +255.5% | +195.3% | +60.3% | +49.7% |
| 10Y | +78.7% | +466.3% | -387.5% | -30.0% |
| All | +78.7% | +468.3% | -389.6% | -30.0% |
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