+122.4%
TD vs WWD
+191.3%
-68.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -1.9% | +0.6% | -2.6% | -2.1% |
| 30D | -1.6% | -5.1% | +3.5% | -0.5% |
| 3M | +4.6% | -11.2% | +15.9% | +6.9% |
| 6M | +26.8% | -12.0% | +38.9% | +29.4% |
| YTD | +28.3% | +12.0% | +16.3% | +23.8% |
| 1Y | +60.4% | +42.8% | +17.6% | +45.7% |
| 3Y | +125.7% | +168.9% | -43.2% | +66.8% |
| 5Y | +122.4% | +192.2% | -69.8% | +52.8% |
| All | +122.4% | +191.3% | -68.9% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling