+498.1%
WWD vs COO
+45.8%
+452.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.7% |
| 7D | +0.8% | -2.3% | +3.1% | +1.9% |
| 30D | -6.4% | -8.8% | +2.4% | -2.4% |
| 3M | -5.6% | +1.3% | -7.0% | -7.0% |
| 6M | -9.1% | -11.6% | +2.5% | -4.4% |
| YTD | +12.5% | -17.4% | +29.9% | +22.1% |
| 1Y | +41.3% | -1.6% | +42.9% | +40.0% |
| 3Y | +170.2% | -22.6% | +192.9% | +186.3% |
| 5Y | +192.5% | -40.3% | +232.8% | +252.4% |
| All | +498.1% | +45.8% | +452.3% | +410.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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