+482.1%
WWD vs BR
+189.7%
+292.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | -2.6% | -3.0% | +0.4% | -1.1% |
| 30D | -6.9% | -0.3% | -6.6% | -7.1% |
| 3M | -13.0% | +17.3% | -30.3% | -21.0% |
| 6M | -12.5% | -6.7% | -5.8% | -10.7% |
| YTD | +11.8% | -23.4% | +35.3% | +26.2% |
| 1Y | +41.1% | -32.7% | +73.7% | +71.6% |
| 3Y | +163.1% | -5.9% | +169.0% | +154.9% |
| 5Y | +187.6% | +8.4% | +179.2% | +148.2% |
| All | +482.1% | +189.7% | +292.4% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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