-9.4%
TJX vs WWD
+41.6%
-51.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -4.6% | -2.6% | -2.0% | -4.3% |
| 30D | -17.2% | -6.9% | -10.2% | -16.5% |
| 3M | -24.9% | -13.0% | -11.9% | -24.0% |
| 6M | -19.7% | -12.5% | -7.2% | -19.4% |
| YTD | -17.2% | +11.8% | -29.0% | -19.3% |
| 1Y | -9.4% | +41.1% | -50.5% | -14.9% |
| All | -9.4% | +41.6% | -51.0% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling