-26.6%
U vs WWD
+307.3%
-333.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.9% |
| 7D | +2.8% | +8.2% | -5.3% | -0.7% |
| 30D | +7.6% | -0.2% | +7.8% | +7.1% |
| 3M | +12.7% | -8.4% | +21.1% | +16.3% |
| 6M | +87.0% | -9.5% | +96.5% | +90.5% |
| YTD | +13.6% | +10.1% | +3.5% | +2.1% |
| 1Y | +25.3% | +21.6% | +3.7% | +6.0% |
| 3Y | +85.8% | +149.6% | -63.8% | +3.9% |
| 5Y | -74.5% | +191.3% | -265.8% | -87.7% |
| All | -26.6% | +307.3% | -333.9% | -59.5% |
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