+340.4%
RF vs WWD
+485.4%
-145.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.6% |
| 7D | +1.3% | +1.3% | 0.0% | +0.6% |
| 30D | -3.6% | -7.2% | +3.6% | +0.2% |
| 3M | +8.1% | -3.8% | +11.9% | +8.7% |
| 6M | +11.5% | -9.9% | +21.4% | +15.0% |
| YTD | +15.6% | +14.8% | +0.8% | +3.0% |
| 1Y | +15.7% | +42.1% | -26.4% | -10.0% |
| 3Y | +86.9% | +170.8% | -83.9% | -6.1% |
| 5Y | +89.8% | +197.5% | -107.7% | -13.8% |
| All | +340.4% | +485.4% | -145.0% | +26.6% |
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