+183.8%
WWD vs DVA
+40.8%
+142.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -6.6% | +1.7% | -8.3% | -6.9% |
| 3M | -9.3% | -8.7% | -0.6% | -8.4% |
| 6M | -13.6% | +19.7% | -33.3% | -17.2% |
| YTD | +10.4% | +59.6% | -49.3% | -0.1% |
| 1Y | +39.9% | +37.1% | +2.8% | +29.4% |
| 3Y | +165.0% | +89.8% | +75.3% | +132.9% |
| 5Y | +183.8% | +47.4% | +136.4% | +152.8% |
| All | +183.8% | +40.8% | +142.9% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling