+537.0%
TDG vs WWD
+498.2%
+38.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.4% |
| 7D | -1.9% | -2.6% | +0.7% | -0.4% |
| 30D | -7.7% | -6.9% | -0.8% | -4.0% |
| 3M | -9.3% | -13.0% | +3.7% | -2.6% |
| 6M | -9.4% | -12.5% | +3.1% | -3.6% |
| YTD | -14.3% | +11.8% | -26.1% | -22.6% |
| 1Y | -11.8% | +41.1% | -52.9% | -31.7% |
| 3Y | +52.0% | +163.1% | -111.1% | -24.1% |
| 5Y | +128.8% | +187.6% | -58.8% | +4.8% |
| All | +537.0% | +498.2% | +38.7% | +96.2% |
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