-16.1%
Z vs WWD
+461.1%
-477.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -3.9% |
| 7D | -4.6% | +4.2% | -8.7% | -6.3% |
| 30D | +8.3% | -2.1% | +10.5% | +8.8% |
| 3M | -11.6% | -13.2% | +1.6% | -6.7% |
| 6M | -33.6% | -16.9% | -16.8% | -29.5% |
| YTD | -56.7% | +5.2% | -61.9% | -59.6% |
| 1Y | -59.1% | +20.6% | -79.7% | -64.6% |
| 3Y | -20.4% | +146.3% | -166.7% | -53.6% |
| 5Y | -55.3% | +171.3% | -226.6% | -75.8% |
| All | -16.1% | +461.1% | -477.1% | -69.3% |
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