-54.3%
S vs WWD
+193.5%
-247.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.5% |
| 7D | -5.8% | +0.8% | -6.6% | -6.1% |
| 30D | -9.2% | -6.4% | -2.8% | -7.1% |
| 3M | +23.4% | -5.6% | +29.0% | +24.3% |
| 6M | +36.9% | -9.1% | +46.0% | +38.3% |
| YTD | +29.5% | +12.5% | +17.0% | +16.3% |
| 1Y | +5.4% | +41.3% | -35.9% | -16.9% |
| 3Y | +14.7% | +170.2% | -155.5% | -38.2% |
| 5Y | -71.5% | +192.5% | -264.0% | -86.3% |
| All | -54.3% | +193.5% | -247.8% | -78.1% |
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