+437.9%
WWD vs CAPR
-65.7%
+503.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.5% |
| 7D | +4.0% | +5.9% | -1.9% | +3.8% |
| 30D | +0.4% | +44.6% | -44.2% | -0.4% |
| 3M | -7.9% | +126.4% | -134.3% | -9.7% |
| 6M | -10.6% | -68.6% | +57.9% | -10.2% |
| YTD | +9.4% | -67.0% | +76.4% | +9.7% |
| 1Y | +25.7% | +65.2% | -39.4% | +18.1% |
| 3Y | +148.5% | +235.6% | -87.0% | +119.4% |
| 5Y | +189.5% | +175.4% | +14.1% | +152.4% |
| All | +437.9% | -65.7% | +503.6% | +328.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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