+482.1%
WWD vs MKTX
+5.0%
+477.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -6.9% | +0.7% | -7.7% | -7.0% |
| 3M | -13.0% | +40.8% | -53.8% | -18.1% |
| 6M | -12.5% | -8.0% | -4.5% | -11.4% |
| YTD | +11.8% | -8.7% | +20.6% | +13.1% |
| 1Y | +41.1% | -11.8% | +52.9% | +43.3% |
| 3Y | +163.1% | -24.0% | +187.1% | +166.7% |
| 5Y | +187.6% | -60.3% | +247.9% | +232.7% |
| All | +482.1% | +5.0% | +477.1% | +391.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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