+62.5%
T vs WWD
+442.7%
-380.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +1.6% | +8.2% | -6.5% | +0.2% |
| 30D | -2.9% | -0.2% | -2.8% | -3.1% |
| 3M | -7.5% | -8.4% | +0.9% | -6.4% |
| 6M | -9.9% | -9.5% | -0.4% | -9.0% |
| YTD | -6.4% | +10.1% | -16.5% | -10.3% |
| 1Y | -9.4% | +21.6% | -31.0% | -15.3% |
| 3Y | +64.9% | +149.6% | -84.7% | +26.4% |
| 5Y | +57.0% | +191.3% | -134.3% | +12.8% |
| All | +62.5% | +442.7% | -380.2% | -4.3% |
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