+476.9%
WWD vs M
-6.4%
+483.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.4% |
| 7D | +0.8% | +2.4% | -1.6% | +0.2% |
| 30D | -6.4% | -11.6% | +5.2% | -3.7% |
| 3M | -5.6% | +1.6% | -7.2% | -6.4% |
| 6M | -9.1% | +25.2% | -34.3% | -14.4% |
| YTD | +12.5% | +3.8% | +8.8% | +10.3% |
| 1Y | +41.3% | +36.3% | +5.0% | +29.5% |
| 3Y | +170.2% | +116.3% | +53.9% | +105.1% |
| 5Y | +192.5% | +28.2% | +164.3% | +133.4% |
| 10Y | +476.9% | -3.4% | +480.3% | +225.1% |
| All | +476.9% | -6.4% | +483.2% | +225.1% |
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