+128.3%
TD vs WWD
+164.2%
-35.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -0.7% | -6.4% | +5.8% | +0.3% |
| 3M | +6.3% | -5.6% | +11.9% | +6.8% |
| 6M | +27.9% | -9.1% | +37.0% | +29.1% |
| YTD | +29.8% | +12.5% | +17.3% | +27.2% |
| 1Y | +63.7% | +41.3% | +22.3% | +55.1% |
| 3Y | +128.3% | +170.2% | -41.9% | +81.9% |
| All | +128.3% | +164.2% | -35.8% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling