+642.9%
WDC vs WWD
+439.4%
+203.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.6% |
| 7D | +12.1% | +4.0% | +8.1% | +9.7% |
| 30D | -18.8% | +0.4% | -19.2% | -18.6% |
| 3M | -39.3% | -7.9% | -31.4% | -35.8% |
| 6M | -40.1% | -10.6% | -29.5% | -35.8% |
| YTD | +71.8% | +9.4% | +62.4% | +64.7% |
| 1Y | +88.5% | +25.7% | +62.7% | +66.1% |
| 3Y | +770.0% | +148.5% | +621.4% | +416.7% |
| 5Y | +549.0% | +189.5% | +359.5% | +243.2% |
| All | +642.9% | +439.4% | +203.5% | +172.8% |
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