+372.3%
SE vs WWD
+336.7%
+35.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -19.4% | -0.4% | -19.0% | -19.3% |
| 3M | -33.1% | -6.1% | -27.0% | -31.6% |
| 6M | -11.4% | -9.5% | -1.9% | -8.8% |
| YTD | -39.8% | +10.8% | -50.6% | -43.6% |
| 1Y | -50.5% | +23.5% | -74.0% | -55.9% |
| 3Y | +68.9% | +151.3% | -82.4% | +9.8% |
| 5Y | -77.1% | +187.8% | -264.9% | -86.0% |
| All | +372.3% | +336.7% | +35.6% | +137.1% |
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