+192.2%
WWD vs USFR
+20.4%
+171.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.6% | +0.1% | +0.6% | +0.7% |
| 30D | -5.1% | +0.3% | -5.4% | -4.8% |
| 3M | -11.2% | +1.0% | -12.2% | -10.2% |
| 6M | -12.0% | +1.9% | -14.0% | -10.7% |
| YTD | +12.0% | +2.7% | +9.3% | +13.4% |
| 1Y | +42.8% | +4.0% | +38.8% | +43.4% |
| 3Y | +168.9% | +14.0% | +154.9% | +146.9% |
| 5Y | +192.2% | +20.4% | +171.8% | +139.5% |
| All | +192.2% | +20.4% | +171.8% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling