+818.9%
WWD vs USFR
+27.5%
+791.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -7.2% | +0.3% | -7.5% | -7.1% |
| 3M | -3.8% | +1.0% | -4.8% | -3.8% |
| 6M | -9.9% | +1.9% | -11.9% | -9.8% |
| YTD | +14.8% | +2.6% | +12.2% | +15.0% |
| 1Y | +42.1% | +4.0% | +38.1% | +42.3% |
| 3Y | +170.8% | +14.1% | +156.7% | +171.8% |
| 5Y | +197.5% | +20.4% | +177.1% | +199.0% |
| 10Y | +477.8% | +28.0% | +449.8% | +491.8% |
| All | +818.9% | +27.5% | +791.3% | +844.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling