+302.1%
WMB vs WWD
+476.2%
-174.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.9% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | +7.7% | -6.4% | +14.1% | +10.1% |
| 3M | +6.7% | -5.6% | +12.3% | +7.7% |
| 6M | +3.6% | -9.1% | +12.7% | +5.0% |
| YTD | +28.0% | +12.5% | +15.5% | +19.1% |
| 1Y | +37.6% | +41.3% | -3.7% | +16.4% |
| 3Y | +149.0% | +170.2% | -21.2% | +58.8% |
| 5Y | +285.3% | +192.5% | +92.8% | +130.0% |
| 10Y | +302.1% | +476.9% | -174.8% | +72.4% |
| All | +302.1% | +476.2% | -174.2% | +72.4% |
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