+7.8%
WBD vs WWD
+187.1%
-179.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | -0.6% | -2.9% | +2.3% | +0.5% |
| 30D | +4.2% | -6.6% | +10.8% | +6.8% |
| 3M | +7.5% | -9.3% | +16.8% | +10.4% |
| 6M | +1.6% | -13.6% | +15.2% | +5.3% |
| YTD | -2.2% | +10.4% | -12.5% | -10.2% |
| 1Y | +124.9% | +39.9% | +85.0% | +81.7% |
| 3Y | +149.1% | +165.0% | -15.9% | +37.4% |
| 5Y | +7.8% | +183.8% | -176.0% | -44.5% |
| All | +7.8% | +187.1% | -179.3% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling