-53.4%
TE vs WWD
+182.2%
-235.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.3% | -6.2% |
| 7D | +0.9% | -2.9% | +3.7% | +1.9% |
| 30D | -16.3% | -6.6% | -9.7% | -14.1% |
| 3M | -40.8% | -9.3% | -31.4% | -38.5% |
| 6M | -42.6% | -13.6% | -29.0% | -39.5% |
| YTD | -31.4% | +10.4% | -41.8% | -33.3% |
| 1Y | +144.9% | +39.9% | +105.0% | +120.2% |
| 3Y | -26.0% | +165.0% | -191.1% | -43.1% |
| 5Y | -48.5% | +183.8% | -232.3% | -61.8% |
| All | -53.4% | +182.2% | -235.6% | -65.7% |
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