-53.2%
TE vs WWD
+193.6%
-246.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.9% |
| 7D | -4.0% | +1.3% | -5.3% | -4.4% |
| 30D | -15.9% | -7.2% | -8.7% | -13.5% |
| 3M | -60.5% | -3.8% | -56.7% | -59.9% |
| 6M | -35.2% | -9.9% | -25.3% | -32.7% |
| YTD | -31.1% | +14.8% | -46.0% | -33.9% |
| 1Y | +148.6% | +42.1% | +106.6% | +122.1% |
| 3Y | -26.4% | +170.8% | -197.2% | -44.0% |
| 5Y | -48.0% | +197.5% | -245.5% | -62.0% |
| All | -53.2% | +193.6% | -246.8% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling