+261.5%
RF vs WWD
+494.7%
-233.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | -0.5% |
| 7D | -0.1% | +4.2% | -4.3% | -2.6% |
| 30D | +7.0% | -0.8% | +7.8% | +6.8% |
| 3M | -7.0% | -8.2% | +1.2% | -3.6% |
| 6M | +6.8% | -9.8% | +16.6% | +10.2% |
| YTD | +9.9% | +10.4% | -0.5% | -0.7% |
| 1Y | +21.1% | +25.5% | -4.3% | +0.7% |
| 3Y | +119.6% | +155.8% | -36.2% | +13.1% |
| 5Y | +46.2% | +187.3% | -141.1% | -32.7% |
| 10Y | +261.5% | +462.7% | -201.2% | +6.1% |
| All | +261.5% | +494.7% | -233.2% | +6.1% |
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