+444.2%
V vs WWD
+494.7%
-50.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -1.6% |
| 7D | -0.8% | +4.2% | -5.0% | -2.2% |
| 30D | +9.5% | -0.8% | +10.3% | +9.4% |
| 3M | +16.7% | -8.2% | +24.9% | +19.1% |
| 6M | +32.9% | -9.8% | +42.8% | +35.4% |
| YTD | +21.1% | +10.4% | +10.7% | +13.4% |
| 1Y | +26.6% | +25.5% | +1.2% | +13.0% |
| 3Y | +78.4% | +155.8% | -77.4% | +19.2% |
| 5Y | +105.5% | +187.3% | -81.8% | +28.2% |
| 10Y | +444.2% | +462.7% | -18.5% | +170.0% |
| All | +444.2% | +494.7% | -50.4% | +170.0% |
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