+482.1%
WWD vs DVA
+187.8%
+294.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | -2.6% | -1.3% | -1.3% | -2.2% |
| 30D | -6.9% | 0.0% | -7.0% | -7.0% |
| 3M | -13.0% | -10.9% | -2.1% | -11.1% |
| 6M | -12.5% | +17.3% | -29.7% | -17.6% |
| YTD | +11.8% | +59.8% | -48.0% | -4.1% |
| 1Y | +41.1% | +36.3% | +4.8% | +26.0% |
| 3Y | +163.1% | +88.6% | +74.5% | +107.4% |
| 5Y | +187.6% | +47.5% | +140.1% | +136.7% |
| All | +482.1% | +187.8% | +294.3% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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