-80.5%
TE vs WWD
+179.8%
-260.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -19.1% | +4.0% | -23.0% | -20.3% |
| 30D | -34.1% | +0.4% | -34.5% | -34.0% |
| 3M | -60.1% | -7.9% | -52.2% | -58.7% |
| 6M | -66.0% | -10.6% | -55.3% | -64.2% |
| YTD | -71.4% | +9.4% | -80.8% | -72.0% |
| 1Y | -45.3% | +25.7% | -71.0% | -48.7% |
| 3Y | +9.1% | +148.5% | -139.4% | -14.4% |
| 5Y | -82.6% | +189.5% | -272.1% | -87.0% |
| All | -80.5% | +179.8% | -260.3% | -85.6% |
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