+466.3%
WWD vs FIVE
+535.9%
-69.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +3.7% | -0.5% | +4.2% | +3.9% |
| 30D | +1.8% | +17.4% | -15.6% | -3.0% |
| 3M | -5.0% | +7.0% | -12.0% | -7.4% |
| 6M | -8.4% | +20.5% | -28.9% | -14.8% |
| YTD | +12.3% | +33.1% | -20.8% | +0.9% |
| 1Y | +26.2% | +67.1% | -40.8% | +6.0% |
| 3Y | +154.6% | +41.9% | +112.7% | +108.0% |
| 5Y | +195.3% | +21.1% | +174.2% | +143.5% |
| 10Y | +466.3% | +518.8% | -52.5% | +185.6% |
| All | +466.3% | +535.9% | -69.6% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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