+202.4%
WWD vs LTH
+156.3%
+46.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | +0.8% | +1.5% | -0.7% | +0.4% |
| 30D | -6.4% | -3.1% | -3.4% | -5.9% |
| 3M | -5.6% | +28.1% | -33.7% | -10.8% |
| 6M | -9.1% | +67.4% | -76.5% | -19.2% |
| YTD | +12.5% | +59.8% | -47.3% | +0.7% |
| 1Y | +41.3% | +45.6% | -4.3% | +28.8% |
| 3Y | +170.2% | +162.0% | +8.2% | +116.7% |
| All | +202.4% | +156.3% | +46.1% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling