+420.5%
VUG vs WWD
+479.8%
-59.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | -1.7% | -5.1% | +3.4% | -0.2% |
| 3M | +2.8% | -11.2% | +14.1% | +6.0% |
| 6M | +13.6% | -12.0% | +25.6% | +16.8% |
| YTD | +8.1% | +12.0% | -3.9% | +2.2% |
| 1Y | +13.1% | +42.8% | -29.7% | -1.7% |
| 3Y | +87.0% | +168.9% | -82.0% | +30.1% |
| 5Y | +76.0% | +192.2% | -116.2% | +16.9% |
| 10Y | +420.5% | +495.3% | -74.8% | +170.3% |
| All | +420.5% | +479.8% | -59.3% | +170.3% |
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