+997.9%
WWD vs FIVE
+868.1%
+129.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | -0.3% |
| 7D | +1.3% | +4.3% | -3.0% | +0.1% |
| 30D | -7.2% | +12.5% | -19.7% | -10.3% |
| 3M | -3.8% | +31.2% | -35.1% | -11.1% |
| 6M | -9.9% | +14.4% | -24.3% | -14.3% |
| YTD | +14.8% | +33.9% | -19.1% | +4.6% |
| 1Y | +42.1% | +65.1% | -23.0% | +22.0% |
| 3Y | +170.8% | +49.0% | +121.8% | +122.8% |
| 5Y | +197.5% | +30.3% | +167.2% | +144.3% |
| 10Y | +477.8% | +481.1% | -3.3% | +220.4% |
| All | +997.9% | +868.1% | +129.7% | +432.7% |
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 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