-44.6%
VG vs WWD
+75.6%
-120.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +14.0% | +4.0% | +10.0% | +13.3% |
| 30D | -1.0% | +0.4% | -1.4% | -1.0% |
| 3M | -2.7% | -7.9% | +5.2% | -1.4% |
| 6M | +1.5% | -10.6% | +12.1% | +0.5% |
| YTD | +93.7% | +9.4% | +84.3% | +54.3% |
| 1Y | +68.5% | +25.7% | +42.8% | +15.4% |
| All | -44.6% | +75.6% | -120.2% | -76.0% |
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 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