+441.2%
WWD vs COO
+40.1%
+401.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | +8.2% | -2.1% | +10.2% | +9.2% |
| 30D | -0.2% | +13.9% | -14.1% | -6.4% |
| 3M | -8.4% | -18.9% | +10.5% | -0.2% |
| 6M | -9.5% | +3.7% | -13.2% | -13.4% |
| YTD | +10.1% | -24.1% | +34.2% | +22.8% |
| 1Y | +21.6% | -14.2% | +35.8% | +27.5% |
| 3Y | +149.6% | -24.5% | +174.0% | +162.8% |
| 5Y | +191.3% | -40.4% | +231.7% | +243.6% |
| All | +441.2% | +40.1% | +401.1% | +365.3% |
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