+328.7%
WM vs WWD
+494.7%
-166.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -0.8% |
| 7D | -0.5% | +4.2% | -4.6% | -1.3% |
| 30D | +13.3% | -0.8% | +14.1% | +13.2% |
| 3M | +4.4% | -8.2% | +12.6% | +5.6% |
| 6M | +10.8% | -9.8% | +20.7% | +12.0% |
| YTD | +9.1% | +10.4% | -1.3% | +4.8% |
| 1Y | +19.1% | +25.5% | -6.3% | +11.0% |
| 3Y | +45.7% | +155.8% | -110.1% | +13.1% |
| 5Y | +60.4% | +187.3% | -126.9% | +18.6% |
| 10Y | +328.7% | +462.7% | -134.0% | +160.3% |
| All | +328.7% | +494.7% | -166.0% | +160.3% |
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