+191.2%
WWD vs FIVE
+16.7%
+174.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +4.0% | +2.7% | +1.3% | +3.4% |
| 30D | +0.4% | +12.7% | -12.3% | -2.2% |
| 3M | -7.9% | +2.1% | -10.0% | -8.6% |
| 6M | -10.6% | +17.5% | -28.1% | -14.8% |
| YTD | +9.4% | +31.0% | -21.6% | +1.6% |
| 1Y | +25.7% | +67.7% | -42.0% | +10.5% |
| 3Y | +148.5% | +43.4% | +105.2% | +114.4% |
| All | +191.2% | +16.7% | +174.5% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling