+482.1%
WWD vs BG
+166.7%
+315.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.0% |
| 7D | -2.6% | +3.1% | -5.7% | -3.7% |
| 30D | -6.9% | +10.2% | -17.2% | -10.4% |
| 3M | -13.0% | -1.7% | -11.4% | -13.2% |
| 6M | -12.5% | +1.0% | -13.4% | -14.1% |
| YTD | +11.8% | +39.9% | -28.1% | -3.1% |
| 1Y | +41.1% | +53.2% | -12.2% | +17.2% |
| 3Y | +163.1% | +16.3% | +146.8% | +137.2% |
| 5Y | +187.6% | +83.9% | +103.8% | +97.9% |
| All | +482.1% | +166.7% | +315.4% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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