+461.1%
WWD vs ALM
+2,040.7%
-1,579.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +0.8% |
| 7D | +0.4% | -6.3% | +6.8% | +0.8% |
| 30D | -0.4% | -31.4% | +31.0% | +1.5% |
| 3M | -6.1% | -40.6% | +34.5% | -3.8% |
| 6M | -9.5% | -58.6% | +49.1% | -6.1% |
| YTD | +10.8% | -7.6% | +18.4% | +10.7% |
| 1Y | +23.5% | +13.8% | +9.7% | +22.3% |
| 3Y | +151.3% | +842.1% | -690.9% | +128.6% |
| 5Y | +187.8% | +407.4% | -219.6% | +163.6% |
| 10Y | +461.1% | +2,079.4% | -1,618.3% | +409.3% |
| All | +461.1% | +2,040.7% | -1,579.6% | +409.3% |
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