+495.3%
WWD vs ALM
+3,082.3%
-2,587.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | -0.3% |
| 7D | +0.6% | +3.6% | -3.0% | +0.4% |
| 30D | -5.1% | +33.8% | -38.9% | -6.6% |
| 3M | -11.2% | +14.8% | -26.0% | -12.2% |
| 6M | -12.0% | -7.0% | -5.1% | -12.6% |
| YTD | +12.0% | +108.1% | -96.1% | +7.5% |
| 1Y | +42.8% | +313.8% | -271.0% | +33.3% |
| 3Y | +168.9% | +2,227.6% | -2,058.7% | +134.0% |
| 5Y | +192.2% | +956.6% | -764.4% | +157.6% |
| 10Y | +495.3% | +3,082.3% | -2,587.0% | +413.1% |
| All | +495.3% | +3,082.3% | -2,587.0% | +413.1% |
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