+462.7%
WWD vs FIVE
+596.6%
-133.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.7% | +3.3% |
| 7D | +4.2% | +6.2% | -2.0% | +2.3% |
| 30D | -0.8% | +18.2% | -19.0% | -5.6% |
| 3M | -8.2% | +3.8% | -12.0% | -9.7% |
| 6M | -9.8% | +13.7% | -23.6% | -14.7% |
| YTD | +10.4% | +34.7% | -24.3% | -1.1% |
| 1Y | +25.5% | +66.6% | -41.2% | +5.5% |
| 3Y | +155.8% | +44.3% | +111.5% | +108.0% |
| 5Y | +187.3% | +18.8% | +168.6% | +138.9% |
| 10Y | +462.7% | +569.2% | -106.5% | +181.8% |
| All | +462.7% | +596.6% | -133.9% | +181.8% |
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