+1,006.2%
TER vs WWD
+460.9%
+545.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -8.9% | +0.4% | -9.3% | -8.5% |
| 30D | -39.1% | -0.4% | -38.6% | -38.5% |
| 3M | -32.8% | -6.1% | -26.7% | -29.8% |
| 6M | -31.7% | -9.5% | -22.2% | -27.5% |
| YTD | +26.9% | +10.8% | +16.1% | +23.1% |
| 1Y | +33.6% | +23.5% | +10.0% | +21.9% |
| 3Y | +181.5% | +151.3% | +30.3% | +79.6% |
| 5Y | +76.1% | +187.8% | -111.7% | +3.7% |
| 10Y | +1,006.2% | +461.1% | +545.1% | +356.8% |
| All | +1,006.2% | +460.9% | +545.3% | +356.8% |
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