+266.3%
WMB vs WWD
+460.9%
-194.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | -6.9% | +0.4% | -7.3% | -7.0% |
| 30D | -7.2% | -0.4% | -6.8% | -7.2% |
| 3M | -5.4% | -6.1% | +0.7% | -3.7% |
| 6M | -4.9% | -9.5% | +4.6% | -3.0% |
| YTD | +14.7% | +10.8% | +3.9% | +7.1% |
| 1Y | +14.7% | +23.5% | -8.8% | +2.3% |
| 3Y | +116.4% | +151.3% | -34.9% | +42.1% |
| 5Y | +198.5% | +187.8% | +10.7% | +79.5% |
| 10Y | +266.3% | +461.1% | -194.8% | +58.3% |
| All | +266.3% | +460.9% | -194.6% | +58.3% |
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