+217.0%
W vs WWD
+460.9%
-244.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.0% |
| 7D | +1.1% | +0.4% | +0.6% | +0.7% |
| 30D | +6.4% | -0.4% | +6.8% | +6.2% |
| 3M | +9.0% | -6.1% | +15.1% | +12.3% |
| 6M | +69.8% | -9.5% | +79.3% | +79.5% |
| YTD | +12.1% | +10.8% | +1.3% | +2.5% |
| 1Y | 0.0% | +23.5% | -23.5% | -15.1% |
| 3Y | +160.3% | +151.3% | +9.1% | +38.9% |
| 5Y | -53.3% | +187.8% | -241.1% | -77.1% |
| 10Y | +217.0% | +461.1% | -244.1% | -5.4% |
| All | +217.0% | +460.9% | -244.0% | -5.4% |
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