+183.8%
WWD vs BWA
+86.5%
+97.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.7% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | -6.6% | -5.5% | -1.1% | -4.8% |
| 3M | -9.3% | -7.6% | -1.7% | -7.2% |
| 6M | -13.6% | +25.0% | -38.6% | -20.8% |
| YTD | +10.4% | +47.0% | -36.6% | -6.2% |
| 1Y | +39.9% | +54.0% | -14.1% | +16.5% |
| 3Y | +165.0% | +70.7% | +94.4% | +105.4% |
| 5Y | +183.8% | +86.7% | +97.1% | +103.9% |
| All | +183.8% | +86.5% | +97.3% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling