+4.7%
WY vs WWD
+498.2%
-493.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.3% |
| 7D | -4.2% | -2.6% | -1.6% | -3.0% |
| 30D | -10.1% | -6.9% | -3.2% | -7.2% |
| 3M | -8.5% | -13.0% | +4.6% | -3.1% |
| 6M | -3.3% | -12.5% | +9.1% | +1.0% |
| YTD | -4.4% | +11.8% | -16.2% | -12.1% |
| 1Y | -11.5% | +41.1% | -52.5% | -28.4% |
| 3Y | -24.3% | +163.1% | -187.4% | -58.4% |
| 5Y | -21.3% | +187.6% | -208.9% | -60.4% |
| All | +4.7% | +498.2% | -493.5% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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