+482.1%
WWD vs VO
+200.3%
+281.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.4% |
| 7D | -2.6% | -1.5% | -1.1% | -0.7% |
| 30D | -6.9% | -3.0% | -3.9% | -3.3% |
| 3M | -13.0% | +2.8% | -15.9% | -16.0% |
| 6M | -12.5% | +10.9% | -23.4% | -22.4% |
| YTD | +11.8% | +12.5% | -0.6% | -2.5% |
| 1Y | +41.1% | +12.0% | +29.1% | +23.8% |
| 3Y | +163.1% | +56.3% | +106.8% | +53.8% |
| 5Y | +187.6% | +42.9% | +144.7% | +85.1% |
| All | +482.1% | +200.3% | +281.9% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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