+283.3%
WMB vs WWD
+442.7%
-159.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.4% |
| 7D | +8.1% | +8.2% | -0.1% | +5.2% |
| 30D | -6.9% | -0.2% | -6.7% | -7.0% |
| 3M | -5.1% | -8.4% | +3.3% | -2.6% |
| 6M | -5.7% | -9.5% | +3.8% | -3.9% |
| YTD | +18.1% | +10.1% | +8.0% | +10.4% |
| 1Y | +18.4% | +21.6% | -3.2% | +6.2% |
| 3Y | +122.7% | +149.6% | -26.9% | +46.5% |
| 5Y | +202.0% | +191.3% | +10.7% | +80.5% |
| All | +283.3% | +442.7% | -159.4% | +68.6% |
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