+495.3%
WWD vs RL
+297.6%
+197.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | +1.0% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -5.1% | -17.5% | +12.4% | +3.0% |
| 3M | -11.2% | -14.0% | +2.8% | -5.9% |
| 6M | -12.0% | -2.0% | -10.1% | -12.3% |
| YTD | +12.0% | -4.6% | +16.6% | +12.5% |
| 1Y | +42.8% | +9.5% | +33.3% | +34.9% |
| 3Y | +168.9% | +200.5% | -31.5% | +55.9% |
| 5Y | +192.2% | +226.3% | -34.1% | +54.9% |
| 10Y | +495.3% | +304.8% | +190.5% | +169.2% |
| All | +495.3% | +297.6% | +197.7% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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