+19.6%
TMO vs WWD
+167.6%
-148.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -0.6% | -2.6% | +1.9% | -0.1% |
| 30D | +1.1% | -6.9% | +8.1% | +2.6% |
| 3M | +28.3% | -13.0% | +41.4% | +31.7% |
| 6M | +23.3% | -12.5% | +35.7% | +25.8% |
| YTD | +5.5% | +11.8% | -6.4% | +1.0% |
| 1Y | +24.5% | +41.1% | -16.5% | +11.8% |
| 3Y | +19.6% | +163.1% | -143.5% | -16.1% |
| All | +19.6% | +167.6% | -148.0% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling