+906.2%
WWD vs FIVE
+822.5%
+83.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +4.2% | -0.3% | +4.4% | +4.1% |
| 30D | -2.1% | +17.7% | -19.8% | -6.3% |
| 3M | -13.2% | +4.0% | -17.1% | -14.5% |
| 6M | -16.9% | +2.6% | -19.5% | -18.7% |
| YTD | +5.2% | +27.6% | -22.3% | -3.1% |
| 1Y | +20.6% | +59.9% | -39.4% | +4.5% |
| 3Y | +146.3% | +35.8% | +110.6% | +107.7% |
| 5Y | +171.3% | +14.4% | +156.9% | +131.3% |
| 10Y | +471.3% | +576.1% | -104.8% | +210.5% |
| All | +906.2% | +822.5% | +83.8% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling