+11.4%
WBD vs WWD
+498.2%
-486.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -1.1% |
| 7D | -0.7% | -2.6% | +1.8% | +0.3% |
| 30D | +1.4% | -6.9% | +8.3% | +4.2% |
| 3M | +4.4% | -13.0% | +17.4% | +9.4% |
| 6M | +0.8% | -12.5% | +13.3% | +4.2% |
| YTD | -2.7% | +11.8% | -14.6% | -10.3% |
| 1Y | +73.4% | +41.1% | +32.4% | +42.9% |
| 3Y | +142.1% | +163.1% | -20.9% | +47.1% |
| 5Y | +7.2% | +187.6% | -180.4% | -38.6% |
| All | +11.4% | +498.2% | -486.9% | -53.5% |
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