+1,744.2%
TER vs WWD
+476.2%
+1,268.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.3% |
| 7D | +11.0% | +0.8% | +10.2% | +10.4% |
| 30D | -1.9% | -6.4% | +4.6% | +1.7% |
| 3M | -0.7% | -5.6% | +5.0% | +1.9% |
| 6M | +36.4% | -9.1% | +45.5% | +44.1% |
| YTD | +92.4% | +12.5% | +79.9% | +83.4% |
| 1Y | +213.5% | +41.3% | +172.2% | +165.5% |
| 3Y | +277.2% | +170.2% | +107.0% | +130.1% |
| 5Y | +219.1% | +192.5% | +26.6% | +84.4% |
| 10Y | +1,744.2% | +476.9% | +1,267.4% | +642.4% |
| All | +1,744.2% | +476.2% | +1,268.0% | +642.4% |
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