-45.4%
TE vs WWD
+191.3%
-236.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.6% |
| 7D | +15.0% | +0.6% | +14.4% | +14.4% |
| 30D | -7.5% | -5.1% | -2.4% | -4.0% |
| 3M | -42.0% | -11.2% | -30.7% | -36.7% |
| 6M | -31.4% | -12.0% | -19.4% | -25.7% |
| YTD | -26.5% | +12.0% | -38.5% | -33.3% |
| 1Y | +153.1% | +42.8% | +110.3% | +89.5% |
| 3Y | -20.7% | +168.9% | -189.6% | -62.2% |
| 5Y | -45.4% | +192.2% | -237.6% | -76.4% |
| All | -45.4% | +191.3% | -236.7% | -76.4% |
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