+68.4%
T vs WWD
+479.8%
-411.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | +4.6% | -5.1% | +9.7% | +5.5% |
| 3M | +12.2% | -11.2% | +23.5% | +14.3% |
| 6M | -6.5% | -12.0% | +5.6% | -5.1% |
| YTD | +4.9% | +12.0% | -7.1% | +0.6% |
| 1Y | -10.5% | +42.8% | -53.3% | -19.1% |
| 3Y | +104.6% | +168.9% | -64.4% | +54.4% |
| 5Y | +64.2% | +192.2% | -128.0% | +18.4% |
| 10Y | +68.4% | +495.3% | -426.8% | -4.0% |
| All | +68.4% | +479.8% | -411.4% | -4.0% |
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