+142.4%
WFC vs WWD
+479.8%
-337.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | +2.5% | -5.1% | +7.6% | +4.9% |
| 3M | +10.0% | -11.2% | +21.2% | +15.2% |
| 6M | +15.1% | -12.0% | +27.1% | +19.9% |
| YTD | -2.2% | +12.0% | -14.2% | -10.2% |
| 1Y | +13.5% | +42.8% | -29.3% | -8.8% |
| 3Y | +135.2% | +168.9% | -33.7% | +31.2% |
| 5Y | +128.3% | +192.2% | -63.9% | +17.7% |
| 10Y | +142.4% | +495.3% | -352.9% | -14.3% |
| All | +142.4% | +479.8% | -337.4% | -14.3% |
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