+124.3%
TDG vs WWD
+184.1%
-59.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | -1.9% | -2.6% | +0.7% | -0.8% |
| 30D | -7.7% | -6.9% | -0.8% | -4.9% |
| 3M | -9.3% | -13.0% | +3.7% | -4.2% |
| 6M | -9.4% | -12.5% | +3.1% | -4.8% |
| YTD | -14.3% | +11.8% | -26.1% | -20.5% |
| 1Y | -11.8% | +41.1% | -52.9% | -27.7% |
| 3Y | +52.0% | +163.1% | -111.1% | -14.6% |
| All | +124.3% | +184.1% | -59.9% | +19.9% |
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 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