+148.6%
TE vs WWD
+41.9%
+106.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.7% |
| 7D | -4.0% | +1.3% | -5.3% | -4.6% |
| 30D | -15.9% | -7.2% | -8.7% | -12.0% |
| 3M | -60.5% | -3.8% | -56.7% | -59.4% |
| 6M | -35.2% | -9.9% | -25.3% | -31.0% |
| YTD | -31.1% | +14.8% | -46.0% | -32.2% |
| 1Y | +148.6% | +42.1% | +106.6% | +171.2% |
| All | +148.6% | +41.9% | +106.8% | +171.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling