+72.2%
V vs WWD
+198.3%
-126.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.2% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | +2.0% | -7.2% | +9.1% | +3.6% |
| 3M | +17.4% | -3.8% | +21.2% | +17.6% |
| 6M | +17.5% | -9.9% | +27.4% | +19.0% |
| YTD | +7.6% | +14.8% | -7.2% | +1.3% |
| 1Y | +7.7% | +42.1% | -34.4% | -5.3% |
| 3Y | +54.7% | +170.8% | -116.1% | +6.9% |
| All | +72.2% | +198.3% | -126.1% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling