+437.9%
WWD vs RL
+337.1%
+100.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.1% |
| 7D | +4.0% | +2.6% | +1.4% | +2.8% |
| 30D | +0.4% | +2.9% | -2.5% | -0.9% |
| 3M | -7.9% | 0.0% | -7.9% | -8.2% |
| 6M | -10.6% | +17.1% | -27.7% | -17.6% |
| YTD | +9.4% | +10.1% | -0.7% | +3.1% |
| 1Y | +25.7% | +17.3% | +8.4% | +15.3% |
| 3Y | +148.5% | +249.3% | -100.8% | +35.1% |
| 5Y | +189.5% | +240.9% | -51.4% | +52.4% |
| All | +437.9% | +337.1% | +100.8% | +133.3% |
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