+66.6%
TEL vs WWD
+164.0%
-97.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.5% |
| 7D | -2.3% | -2.9% | +0.6% | -1.2% |
| 30D | -6.1% | -6.6% | +0.5% | -3.7% |
| 3M | +1.7% | -9.3% | +11.0% | +4.9% |
| 6M | +1.6% | -13.6% | +15.2% | +6.4% |
| YTD | -9.1% | +10.4% | -19.4% | -13.1% |
| 1Y | -1.7% | +39.9% | -41.5% | -14.6% |
| All | +66.6% | +164.0% | -97.4% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling