+65.2%
PR vs WWD
+461.1%
-395.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.1% |
| 7D | -16.4% | +4.2% | -20.6% | -18.5% |
| 30D | -1.9% | -2.1% | +0.2% | -1.4% |
| 3M | +8.0% | -13.2% | +21.1% | +14.9% |
| 6M | +4.1% | -16.9% | +21.0% | +10.8% |
| YTD | +58.7% | +5.2% | +53.5% | +41.6% |
| 1Y | +75.8% | +20.6% | +55.2% | +42.3% |
| 3Y | +73.2% | +146.3% | -73.2% | -15.0% |
| 5Y | +230.1% | +171.3% | +58.8% | +46.2% |
| All | +65.2% | +461.1% | -395.9% | -32.6% |
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