+23,869.2%
TJX vs WWD
+15,097.2%
+8,772.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.9% |
| 7D | -3.3% | +0.8% | -4.1% | -3.5% |
| 30D | -19.9% | -6.4% | -13.4% | -18.5% |
| 3M | -19.0% | -5.6% | -13.4% | -18.4% |
| 6M | -18.6% | -9.1% | -9.5% | -17.4% |
| YTD | -15.3% | +12.5% | -27.8% | -19.1% |
| 1Y | -7.3% | +41.3% | -48.7% | -17.0% |
| 3Y | +46.6% | +170.2% | -123.7% | +8.4% |
| 5Y | +98.5% | +192.5% | -94.0% | +41.6% |
| 10Y | +289.1% | +476.9% | -187.8% | +127.2% |
| All | +23,869.2% | +15,097.2% | +8,772.0% | +7,352.8% |
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 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