+462.7%
WWD vs ALLE
+233.6%
+229.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +3.2% |
| 7D | +4.2% | -0.6% | +4.8% | +4.6% |
| 30D | -0.8% | +26.6% | -27.4% | -15.5% |
| 3M | -8.2% | +13.2% | -21.4% | -16.1% |
| 6M | -9.8% | +42.9% | -52.7% | -29.9% |
| YTD | +10.4% | +21.0% | -10.6% | -5.2% |
| 1Y | +25.5% | +15.2% | +10.3% | +11.5% |
| 3Y | +155.8% | +95.6% | +60.2% | +49.0% |
| 5Y | +187.3% | +53.4% | +133.9% | +94.7% |
| 10Y | +462.7% | +221.5% | +241.2% | +161.4% |
| All | +462.7% | +233.6% | +229.1% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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