+285.8%
TEL vs WWD
+439.4%
-153.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +4.5% | +4.0% | +0.6% | +2.7% |
| 30D | +2.9% | +0.4% | +2.5% | +2.6% |
| 3M | +1.1% | -7.9% | +9.1% | +4.9% |
| 6M | +5.0% | -10.6% | +15.6% | +9.7% |
| YTD | -3.9% | +9.4% | -13.3% | -9.6% |
| 1Y | -7.4% | +25.7% | -33.2% | -19.0% |
| 3Y | +81.0% | +148.5% | -67.6% | +10.3% |
| 5Y | +42.3% | +189.5% | -147.2% | -21.6% |
| All | +285.8% | +439.4% | -153.6% | +53.0% |
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