+81.0%
TEL vs WWD
+148.2%
-67.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +4.5% | +4.0% | +0.6% | +3.0% |
| 30D | +2.9% | +0.4% | +2.5% | +2.7% |
| 3M | +1.1% | -7.9% | +9.1% | +4.1% |
| 6M | +5.0% | -10.6% | +15.6% | +8.7% |
| YTD | -3.9% | +9.4% | -13.3% | -7.6% |
| 1Y | -7.4% | +25.7% | -33.2% | -15.7% |
| 3Y | +81.0% | +148.5% | -67.6% | +36.2% |
| All | +81.0% | +148.2% | -67.2% | +36.2% |
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