+7,930.8%
TD vs WWD
+13,374.5%
-5,443.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.7% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | +0.4% | -7.2% | +7.6% | +2.4% |
| 3M | +7.6% | -3.8% | +11.5% | +8.2% |
| 6M | +25.0% | -9.9% | +34.9% | +27.4% |
| YTD | +31.0% | +14.8% | +16.2% | +24.5% |
| 1Y | +65.2% | +42.1% | +23.1% | +47.3% |
| 3Y | +122.5% | +170.8% | -48.3% | +61.8% |
| 5Y | +124.8% | +197.5% | -72.7% | +56.4% |
| 10Y | +298.2% | +477.8% | -179.6% | +120.7% |
| All | +7,930.8% | +13,374.5% | -5,443.7% | +2,426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling