+873.1%
WWD vs FIVE
+826.1%
+46.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.3% | -1.7% | -4.9% |
| 7D | -2.6% | -1.7% | -0.8% | -2.2% |
| 30D | -7.7% | +14.9% | -22.7% | -11.1% |
| 3M | -17.7% | +7.6% | -25.3% | -19.8% |
| 6M | -15.9% | +6.4% | -22.3% | -18.5% |
| YTD | +1.8% | +28.1% | -26.3% | -6.4% |
| 1Y | +17.4% | +54.7% | -37.3% | +2.7% |
| 3Y | +137.1% | +36.1% | +101.0% | +99.8% |
| 5Y | +162.4% | +14.9% | +147.5% | +123.4% |
| 10Y | +452.5% | +578.8% | -126.3% | +199.9% |
| All | +873.1% | +826.1% | +46.9% | +376.4% |
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