+1,228.2%
WDC vs WWD
+490.2%
+737.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -3.6% |
| 7D | +4.4% | -2.9% | +7.3% | +6.2% |
| 30D | +5.3% | -6.6% | +11.9% | +9.6% |
| 3M | -5.9% | -9.3% | +3.4% | -0.4% |
| 6M | +73.2% | -13.6% | +86.9% | +88.7% |
| YTD | +167.8% | +10.4% | +157.5% | +153.9% |
| 1Y | +386.0% | +39.9% | +346.1% | +300.2% |
| 3Y | +1,309.7% | +165.0% | +1,144.7% | +702.0% |
| 5Y | +957.1% | +183.8% | +773.3% | +462.0% |
| All | +1,228.2% | +490.2% | +737.9% | +386.6% |
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