+197.8%
WWD vs LTH
+186.2%
+11.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +0.4% | +6.4% | -6.0% | -1.0% |
| 30D | -0.4% | +16.7% | -17.2% | -3.9% |
| 3M | -6.1% | +11.7% | -17.8% | -8.6% |
| 6M | -9.5% | +48.5% | -58.0% | -17.4% |
| YTD | +10.8% | +78.4% | -67.6% | -3.4% |
| 1Y | +23.5% | +89.7% | -66.2% | +6.3% |
| 3Y | +151.3% | +245.6% | -94.4% | +91.1% |
| 5Y | +187.8% | +142.7% | +45.1% | +113.9% |
| All | +197.8% | +186.2% | +11.6% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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