-45.3%
TNA vs WWD
+187.3%
-232.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | +3.7% | +4.0% | -0.2% | -0.4% |
| 30D | +4.4% | +0.4% | +4.0% | +3.7% |
| 3M | -26.7% | -7.9% | -18.7% | -20.0% |
| 6M | -12.8% | -10.6% | -2.2% | -4.3% |
| YTD | +22.7% | +9.4% | +13.3% | +3.2% |
| 1Y | +35.7% | +25.7% | +9.9% | -5.6% |
| 3Y | +134.6% | +148.5% | -14.0% | -34.5% |
| All | -45.3% | +187.3% | -232.6% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling