+319.7%
SPY vs WWD
+479.8%
-160.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -1.4% | -5.1% | +3.7% | +0.1% |
| 3M | +3.7% | -11.2% | +14.9% | +6.8% |
| 6M | +13.0% | -12.0% | +25.0% | +16.1% |
| YTD | +12.4% | +12.0% | +0.4% | +6.4% |
| 1Y | +18.5% | +42.8% | -24.3% | +3.2% |
| 3Y | +77.6% | +168.9% | -91.3% | +23.4% |
| 5Y | +81.7% | +192.2% | -110.5% | +20.1% |
| 10Y | +319.7% | +495.3% | -175.6% | +112.6% |
| All | +319.7% | +479.8% | -160.2% | +112.6% |
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