+52.2%
TEM vs WWD
+86.5%
-34.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.4% |
| 7D | -1.1% | +0.6% | -1.7% | -1.4% |
| 30D | +11.3% | -5.1% | +16.4% | +14.0% |
| 3M | +25.5% | -11.2% | +36.8% | +31.7% |
| 6M | +17.1% | -12.0% | +29.2% | +22.6% |
| YTD | +3.8% | +12.0% | -8.2% | -10.2% |
| 1Y | -24.4% | +42.8% | -67.2% | -47.6% |
| All | +52.2% | +86.5% | -34.2% | -23.8% |
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 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