+231.7%
RF vs WWD
+468.3%
-236.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.9% |
| 7D | -1.3% | +3.7% | -5.1% | -3.4% |
| 30D | +4.6% | +1.8% | +2.8% | +3.0% |
| 3M | -8.4% | -5.0% | -3.5% | -6.8% |
| 6M | +8.9% | -8.4% | +17.3% | +11.3% |
| YTD | +8.8% | +12.3% | -3.5% | -2.6% |
| 1Y | +18.9% | +26.2% | -7.3% | -1.5% |
| 3Y | +116.0% | +154.6% | -38.6% | +11.8% |
| 5Y | +46.0% | +195.3% | -149.2% | -33.8% |
| 10Y | +231.7% | +466.3% | -234.6% | -2.3% |
| All | +231.7% | +468.3% | -236.6% | -2.3% |
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