+441.2%
WWD vs ALM
+1,942.8%
-1,501.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.6% |
| 7D | +8.2% | -4.0% | +12.2% | +8.4% |
| 30D | -0.2% | -30.5% | +30.3% | +1.7% |
| 3M | -8.4% | -46.9% | +38.5% | -5.6% |
| 6M | -9.5% | -65.5% | +56.0% | -5.2% |
| YTD | +10.1% | -13.4% | +23.5% | +10.4% |
| 1Y | +21.6% | +9.8% | +11.8% | +20.7% |
| 3Y | +149.6% | +783.1% | -633.5% | +127.8% |
| 5Y | +191.3% | +378.3% | -187.0% | +167.7% |
| All | +441.2% | +1,942.8% | -1,501.6% | +392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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