+461.1%
WWD vs M
-3.0%
+464.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | +0.4% | +5.0% | -4.6% | -0.9% |
| 30D | -0.4% | +10.6% | -11.0% | -3.0% |
| 3M | -6.1% | +1.6% | -7.7% | -6.9% |
| 6M | -9.5% | +30.8% | -40.4% | -16.1% |
| YTD | +10.8% | +16.9% | -6.1% | +5.1% |
| 1Y | +23.5% | +26.3% | -2.7% | +15.0% |
| 3Y | +151.3% | +158.6% | -7.4% | +82.3% |
| 5Y | +187.8% | +2.1% | +185.7% | +148.9% |
| 10Y | +461.1% | -4.3% | +465.4% | +216.3% |
| All | +461.1% | -3.0% | +464.1% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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