+1,190.7%
VUG vs WWD
+3,968.7%
-2,778.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.1% | +1.3% |
| 7D | +0.5% | +4.2% | -3.7% | -0.8% |
| 30D | -8.2% | -0.8% | -7.4% | -8.1% |
| 3M | -5.4% | -8.2% | +2.7% | -3.3% |
| 6M | -2.5% | -9.8% | +7.3% | -0.4% |
| YTD | +4.2% | +10.4% | -6.2% | -0.9% |
| 1Y | +5.0% | +25.5% | -20.4% | -4.3% |
| 3Y | +81.7% | +155.8% | -74.1% | +30.7% |
| 5Y | +62.5% | +187.3% | -124.8% | +11.3% |
| 10Y | +396.3% | +462.7% | -66.4% | +156.1% |
| All | +1,190.7% | +3,968.7% | -2,778.1% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling