+568.6%
SE vs WWD
+341.3%
+227.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -3.6% | +0.6% | -4.3% | -3.9% |
| 30D | -5.3% | -5.1% | -0.2% | -3.4% |
| 3M | +28.1% | -11.2% | +39.3% | +33.6% |
| 6M | +20.7% | -12.0% | +32.7% | +25.4% |
| YTD | -14.8% | +12.0% | -26.8% | -20.3% |
| 1Y | -43.6% | +42.8% | -86.4% | -52.8% |
| 3Y | +184.2% | +168.9% | +15.3% | +79.9% |
| 5Y | -66.3% | +192.2% | -258.5% | -79.6% |
| All | +568.6% | +341.3% | +227.2% | +234.8% |
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 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