+303.8%
TD vs WWD
+498.2%
-194.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -0.5% | -2.6% | +2.0% | +0.3% |
| 30D | -1.9% | -6.9% | +5.0% | +0.3% |
| 3M | +4.8% | -13.0% | +17.8% | +9.0% |
| 6M | +28.0% | -12.5% | +40.4% | +32.1% |
| YTD | +30.3% | +11.8% | +18.4% | +23.2% |
| 1Y | +59.8% | +41.1% | +18.7% | +38.6% |
| 3Y | +124.7% | +163.1% | -38.4% | +49.9% |
| 5Y | +127.0% | +187.6% | -60.7% | +42.1% |
| All | +303.8% | +498.2% | -194.4% | +90.1% |
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