+187.3%
WWD vs LTH
+142.3%
+45.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | +4.2% | +7.0% | -2.8% | +2.6% |
| 30D | -0.8% | +15.4% | -16.2% | -4.0% |
| 3M | -8.2% | +7.0% | -15.2% | -9.8% |
| 6M | -9.8% | +46.9% | -56.7% | -17.6% |
| YTD | +10.4% | +76.4% | -66.0% | -3.7% |
| 1Y | +25.5% | +83.7% | -58.3% | +8.6% |
| 3Y | +155.8% | +248.9% | -93.1% | +93.8% |
| 5Y | +187.3% | +141.8% | +45.5% | +114.1% |
| All | +187.3% | +142.3% | +45.0% | +114.1% |
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 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