+80.9%
TFC vs WWD
+460.9%
-380.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | +9.0% | -0.4% | +9.4% | +8.6% |
| 3M | -2.1% | -6.1% | +4.0% | +0.1% |
| 6M | +3.4% | -9.5% | +12.9% | +6.3% |
| YTD | +5.3% | +10.8% | -5.5% | -4.0% |
| 1Y | +16.2% | +23.5% | -7.4% | -0.9% |
| 3Y | +94.8% | +151.3% | -56.5% | +8.1% |
| 5Y | -0.7% | +187.8% | -188.5% | -50.7% |
| 10Y | +80.9% | +461.1% | -380.2% | -35.4% |
| All | +80.9% | +460.9% | -380.1% | -35.4% |
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