+31.5%
WWD vs IRE
-97.3%
+128.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.0% |
| 7D | +4.2% | -15.5% | +19.7% | +4.2% |
| 30D | -0.8% | -70.4% | +69.6% | +2.5% |
| 3M | -8.2% | -81.6% | +73.4% | -4.1% |
| 6M | -9.8% | -94.7% | +84.8% | -2.4% |
| YTD | +10.4% | -91.8% | +102.2% | +12.0% |
| 1Y | +25.5% | -97.6% | +123.0% | +33.2% |
| All | +31.5% | -97.3% | +128.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling