+1,640.4%
TFC vs WWD
+15,408.5%
-13,768.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +2.4% | +1.3% | +1.1% | +1.9% |
| 30D | -1.3% | -7.2% | +5.9% | +1.3% |
| 3M | +6.1% | -3.8% | +9.9% | +6.7% |
| 6M | +7.3% | -9.9% | +17.2% | +10.0% |
| YTD | +8.2% | +14.8% | -6.6% | +1.1% |
| 1Y | +14.4% | +42.1% | -27.6% | -1.7% |
| 3Y | +93.7% | +170.8% | -77.1% | +28.9% |
| 5Y | +16.4% | +197.5% | -181.1% | -26.5% |
| 10Y | +101.6% | +477.8% | -376.3% | -0.4% |
| All | +1,640.4% | +15,408.5% | -13,768.2% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling