+75.7%
TFC vs WWD
+439.4%
-363.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | +2.3% | +4.0% | -1.7% | +0.3% |
| 30D | +10.8% | +0.4% | +10.4% | +9.9% |
| 3M | -3.8% | -7.9% | +4.2% | -0.6% |
| 6M | +9.6% | -10.6% | +20.2% | +13.3% |
| YTD | +5.8% | +9.4% | -3.6% | -3.0% |
| 1Y | +16.2% | +25.7% | -9.6% | -1.8% |
| 3Y | +96.0% | +148.5% | -52.6% | +9.4% |
| 5Y | +1.7% | +189.5% | -187.8% | -49.8% |
| All | +75.7% | +439.4% | -363.7% | -36.0% |
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