+437.9%
WWD vs BWA
+94.2%
+343.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +4.0% | +4.3% | -0.3% | +1.9% |
| 30D | +0.4% | -13.0% | +13.4% | +7.2% |
| 3M | -7.9% | -24.8% | +16.9% | +4.9% |
| 6M | -10.6% | -23.5% | +12.9% | -0.1% |
| YTD | +9.4% | +13.8% | -4.4% | -1.8% |
| 1Y | +25.7% | +13.4% | +12.3% | +12.9% |
| 3Y | +148.5% | +62.8% | +85.8% | +77.5% |
| 5Y | +189.5% | +28.5% | +161.0% | +124.5% |
| All | +437.9% | +94.2% | +343.6% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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