+239.8%
RF vs WWD
+460.9%
-221.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | +6.2% | -0.4% | +6.6% | +5.7% |
| 3M | -7.8% | -6.1% | -1.8% | -5.6% |
| 6M | +5.9% | -9.5% | +15.4% | +9.1% |
| YTD | +9.0% | +10.8% | -1.8% | -1.7% |
| 1Y | +19.3% | +23.5% | -4.3% | 0.0% |
| 3Y | +116.4% | +151.3% | -34.8% | +12.8% |
| 5Y | +46.0% | +187.8% | -141.8% | -32.8% |
| 10Y | +239.8% | +461.1% | -221.3% | +0.7% |
| All | +239.8% | +460.9% | -221.1% | +0.7% |
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