+134.6%
TNA vs WWD
+148.2%
-13.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | +3.7% | +4.0% | -0.2% | +0.3% |
| 30D | +4.4% | +0.4% | +4.0% | +4.0% |
| 3M | -26.7% | -7.9% | -18.7% | -20.9% |
| 6M | -12.8% | -10.6% | -2.2% | -5.4% |
| YTD | +22.7% | +9.4% | +13.3% | +6.9% |
| 1Y | +35.7% | +25.7% | +9.9% | +0.5% |
| 3Y | +134.6% | +148.5% | -14.0% | -12.4% |
| All | +134.6% | +148.2% | -13.6% | -12.4% |
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