+330.3%
WM vs WWD
+439.4%
-109.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +3.2% | +4.0% | -0.8% | +2.4% |
| 30D | +13.0% | +0.4% | +12.6% | +12.6% |
| 3M | +9.2% | -7.9% | +17.1% | +10.5% |
| 6M | +13.6% | -10.6% | +24.3% | +15.0% |
| YTD | +12.4% | +9.4% | +3.0% | +8.1% |
| 1Y | +21.2% | +25.7% | -4.5% | +12.9% |
| 3Y | +48.7% | +148.5% | -99.9% | +16.2% |
| 5Y | +61.9% | +189.5% | -127.6% | +19.3% |
| All | +330.3% | +439.4% | -109.0% | +162.9% |
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