+162.2%
W vs WWD
+479.8%
-317.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.5% |
| 7D | +5.9% | +0.6% | +5.3% | +5.5% |
| 30D | -3.0% | -5.1% | +2.1% | +0.1% |
| 3M | +40.3% | -11.2% | +51.6% | +50.9% |
| 6M | +32.2% | -12.0% | +44.3% | +42.8% |
| YTD | -0.3% | +12.0% | -12.3% | -8.8% |
| 1Y | +16.2% | +42.8% | -26.6% | -10.0% |
| 3Y | +40.7% | +168.9% | -128.2% | -27.6% |
| 5Y | -62.3% | +192.2% | -254.5% | -81.7% |
| 10Y | +162.2% | +495.3% | -333.0% | -27.1% |
| All | +162.2% | +479.8% | -317.6% | -27.1% |
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