+18,298.7%
WWD vs DVA
+5,081.6%
+13,217.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | +0.8% | +2.2% | -1.4% | +0.4% |
| 30D | -6.4% | -2.0% | -4.4% | -6.1% |
| 3M | -5.6% | -6.3% | +0.6% | -4.9% |
| 6M | -9.1% | +19.4% | -28.5% | -12.7% |
| YTD | +12.5% | +58.5% | -46.0% | +2.6% |
| 1Y | +41.3% | +33.9% | +7.5% | +32.5% |
| 3Y | +170.2% | +88.4% | +81.8% | +134.9% |
| 5Y | +192.5% | +39.5% | +153.0% | +161.7% |
| 10Y | +476.9% | +179.5% | +297.4% | +353.3% |
| All | +18,298.7% | +5,081.6% | +13,217.1% | +11,825.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling