+294.5%
TD vs WWD
+442.7%
-148.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +0.6% | +8.2% | -7.6% | -2.0% |
| 30D | +5.0% | -0.2% | +5.1% | +4.7% |
| 3M | +1.1% | -8.4% | +9.5% | +3.6% |
| 6M | +16.5% | -9.5% | +26.0% | +18.9% |
| YTD | +34.3% | +10.1% | +24.2% | +27.2% |
| 1Y | +52.9% | +21.6% | +31.3% | +39.3% |
| 3Y | +132.2% | +149.6% | -17.4% | +57.2% |
| 5Y | +101.9% | +191.3% | -89.4% | +25.2% |
| All | +294.5% | +442.7% | -148.1% | +87.3% |
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