+1,297.6%
TNA vs WWD
+1,495.4%
-197.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | +1.3% |
| 7D | +4.1% | +0.8% | +3.3% | +2.9% |
| 30D | -7.6% | -6.4% | -1.2% | +0.2% |
| 3M | +8.1% | -5.6% | +13.7% | +12.2% |
| 6M | +49.0% | -9.1% | +58.1% | +62.1% |
| YTD | +51.7% | +12.5% | +39.2% | +22.2% |
| 1Y | +59.6% | +41.3% | +18.3% | -6.3% |
| 3Y | +118.9% | +170.2% | -51.3% | -45.4% |
| 5Y | -19.2% | +192.5% | -211.7% | -80.9% |
| 10Y | +77.2% | +476.9% | -399.7% | -78.9% |
| All | +1,297.6% | +1,495.4% | -197.8% | -31.6% |
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