+458.6%
WWD vs ALLE
+222.4%
+236.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +4.0% |
| 7D | +4.2% | -0.6% | +4.7% | +4.5% |
| 30D | -2.1% | +25.3% | -27.5% | -16.2% |
| 3M | -13.2% | +10.3% | -23.5% | -19.4% |
| 6M | -16.9% | +38.0% | -54.9% | -34.0% |
| YTD | +5.2% | +17.8% | -12.5% | -8.1% |
| 1Y | +20.6% | +13.6% | +7.0% | +8.0% |
| 3Y | +146.3% | +89.2% | +57.1% | +46.5% |
| 5Y | +171.3% | +51.1% | +120.3% | +85.0% |
| All | +458.6% | +222.4% | +236.2% | +159.5% |
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