+495.3%
WWD vs SM
+16.0%
+479.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +0.6% | -0.2% | +0.9% | +0.6% |
| 30D | -5.1% | +20.3% | -25.4% | -7.8% |
| 3M | -11.2% | +22.9% | -34.2% | -14.7% |
| 6M | -12.0% | +47.8% | -59.9% | -19.0% |
| YTD | +12.0% | +107.5% | -95.5% | -2.6% |
| 1Y | +42.8% | +51.7% | -8.9% | +29.9% |
| 3Y | +168.9% | -0.9% | +169.8% | +154.5% |
| 5Y | +192.2% | +112.2% | +80.0% | +133.9% |
| 10Y | +495.3% | +20.3% | +474.9% | +238.0% |
| All | +495.3% | +16.0% | +479.3% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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