+474.4%
WWD vs USFR
+28.0%
+446.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | -6.6% | +0.3% | -6.9% | -6.7% |
| 3M | -9.3% | +1.0% | -10.3% | -9.8% |
| 6M | -13.6% | +1.9% | -15.5% | -14.6% |
| YTD | +10.4% | +2.7% | +7.7% | +8.5% |
| 1Y | +39.9% | +4.0% | +35.9% | +36.2% |
| 3Y | +165.0% | +14.1% | +151.0% | +139.8% |
| 5Y | +183.8% | +20.5% | +163.3% | +145.0% |
| All | +474.4% | +28.0% | +446.3% | +415.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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