+4,254.0%
TMO vs WWD
+15,025.1%
-10,771.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +1.0% | -5.1% | +6.1% | +2.1% |
| 3M | +22.7% | -11.2% | +34.0% | +25.5% |
| 6M | +19.0% | -12.0% | +31.0% | +21.6% |
| YTD | +4.7% | +12.0% | -7.2% | +0.8% |
| 1Y | +26.0% | +42.8% | -16.8% | +14.2% |
| 3Y | +18.0% | +168.9% | -151.0% | -9.0% |
| 5Y | +8.0% | +192.2% | -184.2% | -19.6% |
| 10Y | +333.8% | +495.3% | -161.5% | +154.1% |
| All | +4,254.0% | +15,025.1% | -10,771.1% | +1,367.6% |
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