+165.9%
WWD vs FIVE
+14.6%
+151.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.3% | -1.7% | -5.1% |
| 7D | -2.6% | -1.7% | -0.8% | -2.2% |
| 30D | -7.7% | +14.9% | -22.7% | -10.5% |
| 3M | -17.7% | +7.6% | -25.3% | -19.4% |
| 6M | -15.9% | +6.4% | -22.3% | -18.0% |
| YTD | +1.8% | +28.1% | -26.3% | -5.0% |
| 1Y | +17.4% | +54.7% | -37.3% | +5.0% |
| 3Y | +137.1% | +36.1% | +101.0% | +107.3% |
| All | +165.9% | +14.6% | +151.3% | +138.7% |
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