+162.0%
SO vs WWD
+479.8%
-317.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -2.5% | -5.1% | +2.6% | -1.6% |
| 3M | -4.2% | -11.2% | +7.1% | -2.5% |
| 6M | -7.7% | -12.0% | +4.4% | -6.3% |
| YTD | +3.8% | +12.0% | -8.2% | +0.2% |
| 1Y | +0.1% | +42.8% | -42.7% | -8.3% |
| 3Y | +44.2% | +168.9% | -124.7% | +12.6% |
| 5Y | +57.9% | +192.2% | -134.3% | +18.3% |
| 10Y | +162.0% | +495.3% | -333.3% | +68.0% |
| All | +162.0% | +479.8% | -317.8% | +68.0% |
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