+200.9%
WWD vs LTH
+152.0%
+49.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +0.6% | -4.0% | +4.6% | +1.5% |
| 30D | -5.1% | -1.7% | -3.4% | -4.8% |
| 3M | -11.2% | +28.0% | -39.2% | -16.1% |
| 6M | -12.0% | +54.1% | -66.1% | -20.4% |
| YTD | +12.0% | +57.1% | -45.1% | +0.6% |
| 1Y | +42.8% | +45.8% | -3.0% | +30.1% |
| 3Y | +168.9% | +157.6% | +11.4% | +116.4% |
| All | +200.9% | +152.0% | +49.0% | +129.1% |
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