-22.1%
RMD vs WWD
+191.3%
-213.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -4.7% | +0.6% | -5.4% | -4.9% |
| 30D | +0.2% | -5.1% | +5.3% | +1.5% |
| 3M | +12.0% | -11.2% | +23.2% | +14.7% |
| 6M | -12.5% | -12.0% | -0.5% | -10.6% |
| YTD | -7.9% | +12.0% | -19.9% | -12.3% |
| 1Y | -20.4% | +42.8% | -63.2% | -29.7% |
| 3Y | +53.1% | +168.9% | -115.8% | +8.7% |
| 5Y | -22.1% | +192.2% | -214.3% | -48.8% |
| All | -22.1% | +191.3% | -213.4% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling