+995.4%
TER vs WWD
+439.4%
+556.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.0% |
| 7D | +14.4% | +4.0% | +10.4% | +12.2% |
| 30D | -30.6% | +0.4% | -31.0% | -30.3% |
| 3M | -39.2% | -7.9% | -31.3% | -35.8% |
| 6M | -31.3% | -10.6% | -20.6% | -26.5% |
| YTD | +29.1% | +9.4% | +19.7% | +26.1% |
| 1Y | +47.4% | +25.7% | +21.7% | +33.4% |
| 3Y | +191.2% | +148.5% | +42.7% | +87.0% |
| 5Y | +74.0% | +189.5% | -115.5% | +2.4% |
| All | +995.4% | +439.4% | +556.1% | +358.5% |
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