+454.5%
V vs WWD
+460.9%
-6.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | +9.7% | -0.4% | +10.2% | +9.5% |
| 3M | +17.3% | -6.1% | +23.4% | +18.9% |
| 6M | +33.2% | -9.5% | +42.7% | +35.5% |
| YTD | +21.3% | +10.8% | +10.5% | +13.5% |
| 1Y | +27.3% | +23.5% | +3.8% | +14.3% |
| 3Y | +76.1% | +151.3% | -75.2% | +18.5% |
| 5Y | +103.5% | +187.8% | -84.4% | +26.9% |
| 10Y | +454.5% | +461.1% | -6.6% | +173.5% |
| All | +454.5% | +460.9% | -6.5% | +173.5% |
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