+15,273.9%
WWD vs DTE
+2,579.9%
+12,694.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.5% |
| 7D | +0.8% | +0.9% | -0.1% | +0.3% |
| 30D | -6.4% | -1.9% | -4.6% | -5.4% |
| 3M | -5.6% | -3.3% | -2.3% | -4.0% |
| 6M | -9.1% | -7.1% | -2.0% | -5.7% |
| YTD | +12.5% | +8.1% | +4.4% | +7.0% |
| 1Y | +41.3% | +5.3% | +36.1% | +36.1% |
| 3Y | +170.2% | +48.2% | +122.1% | +109.1% |
| 5Y | +192.5% | +33.2% | +159.3% | +136.5% |
| 10Y | +476.9% | +137.5% | +339.4% | +238.4% |
| All | +15,273.9% | +2,579.9% | +12,694.1% | +4,353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling