+345.7%
WM vs WWD
+442.6%
-96.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.1% | +2.3% |
| 7D | +4.5% | -2.6% | +7.1% | +4.9% |
| 30D | +16.1% | -7.7% | +23.8% | +17.5% |
| 3M | +8.0% | -17.7% | +25.8% | +11.6% |
| 6M | +8.4% | -15.9% | +24.3% | +10.9% |
| YTD | +11.2% | +1.8% | +9.5% | +8.5% |
| 1Y | +22.3% | +17.4% | +4.9% | +15.4% |
| 3Y | +50.2% | +137.1% | -86.9% | +18.4% |
| 5Y | +63.3% | +162.4% | -99.1% | +22.9% |
| All | +345.7% | +442.6% | -96.9% | +174.1% |
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