+4,280.1%
WWD vs ITOT
+891.2%
+3,389.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | +0.8% | +0.7% | +0.1% | -0.1% |
| 30D | -6.4% | -1.1% | -5.3% | -4.9% |
| 3M | -5.6% | +3.9% | -9.5% | -10.8% |
| 6M | -9.1% | +14.7% | -23.8% | -25.2% |
| YTD | +12.5% | +13.3% | -0.8% | -5.9% |
| 1Y | +41.3% | +19.1% | +22.2% | +10.2% |
| 3Y | +170.2% | +77.3% | +92.9% | +17.1% |
| 5Y | +192.5% | +74.1% | +118.4% | +26.2% |
| 10Y | +476.9% | +293.1% | +183.8% | -27.9% |
| All | +4,280.1% | +891.2% | +3,389.0% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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