+148.5%
WWD vs FIVE
+40.0%
+108.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +4.0% | +2.7% | +1.3% | +3.5% |
| 30D | +0.4% | +12.7% | -12.3% | -1.6% |
| 3M | -7.9% | +2.1% | -10.0% | -8.5% |
| 6M | -10.6% | +17.5% | -28.1% | -13.9% |
| YTD | +9.4% | +31.0% | -21.6% | +3.3% |
| 1Y | +25.7% | +67.7% | -42.0% | +13.7% |
| 3Y | +148.5% | +43.4% | +105.2% | +106.0% |
| All | +148.5% | +40.0% | +108.6% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling