-23.0%
TNA vs WWD
+184.1%
-207.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | -0.4% |
| 7D | -7.3% | -2.6% | -4.7% | -4.5% |
| 30D | -14.2% | -6.9% | -7.2% | -7.2% |
| 3M | -4.6% | -13.0% | +8.5% | +8.8% |
| 6M | +36.9% | -12.5% | +49.4% | +54.5% |
| YTD | +42.5% | +11.8% | +30.7% | +17.5% |
| 1Y | +45.8% | +41.1% | +4.7% | -11.6% |
| 3Y | +104.7% | +163.1% | -58.4% | -46.0% |
| All | -23.0% | +184.1% | -207.1% | -82.2% |
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