+144.9%
TE vs WWD
+40.3%
+104.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.3% | -5.8% |
| 7D | +0.9% | -2.9% | +3.7% | +2.6% |
| 30D | -16.3% | -6.6% | -9.7% | -12.7% |
| 3M | -40.8% | -9.3% | -31.4% | -36.8% |
| 6M | -42.6% | -13.6% | -29.0% | -37.3% |
| YTD | -31.4% | +10.4% | -41.8% | -30.8% |
| 1Y | +144.9% | +39.9% | +105.0% | +179.7% |
| All | +144.9% | +40.3% | +104.6% | +179.7% |
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 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