-35.2%
TE vs WWD
-10.6%
-24.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.6% |
| 7D | -4.0% | +1.3% | -5.3% | -4.7% |
| 30D | -15.9% | -7.2% | -8.7% | -11.8% |
| 3M | -60.5% | -3.8% | -56.7% | -59.3% |
| 6M | -35.2% | -9.9% | -25.3% | -33.7% |
| All | -35.2% | -10.6% | -24.6% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling