+482.1%
WWD vs DTE
+137.8%
+344.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.2% |
| 7D | -2.6% | -2.6% | 0.0% | -1.0% |
| 30D | -6.9% | -4.4% | -2.5% | -4.3% |
| 3M | -13.0% | -8.3% | -4.7% | -8.4% |
| 6M | -12.5% | -8.1% | -4.4% | -8.3% |
| YTD | +11.8% | +4.4% | +7.4% | +7.8% |
| 1Y | +41.1% | +0.2% | +40.9% | +39.2% |
| 3Y | +163.1% | +42.6% | +120.4% | +97.8% |
| 5Y | +187.6% | +31.5% | +156.2% | +122.9% |
| All | +482.1% | +137.8% | +344.3% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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