+76.5%
TNA vs WWD
+498.2%
-421.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | -0.6% |
| 7D | -7.3% | -2.6% | -4.7% | -4.2% |
| 30D | -14.2% | -6.9% | -7.2% | -6.5% |
| 3M | -4.6% | -13.0% | +8.5% | +10.1% |
| 6M | +36.9% | -12.5% | +49.4% | +56.0% |
| YTD | +42.5% | +11.8% | +30.7% | +16.1% |
| 1Y | +45.8% | +41.1% | +4.7% | -13.6% |
| 3Y | +104.7% | +163.1% | -58.4% | -46.8% |
| 5Y | -21.7% | +187.6% | -209.3% | -81.1% |
| All | +76.5% | +498.2% | -421.7% | -77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling