+41.3%
WWD vs FIVE
+65.4%
-24.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +0.8% | +3.7% | -2.9% | 0.0% |
| 30D | -6.4% | +4.0% | -10.4% | -7.4% |
| 3M | -5.6% | +36.2% | -41.9% | -12.9% |
| 6M | -9.1% | +18.0% | -27.1% | -13.3% |
| YTD | +12.5% | +34.9% | -22.4% | +1.8% |
| 1Y | +41.3% | +67.9% | -26.6% | +18.0% |
| All | +41.3% | +65.4% | -24.0% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling