+16.9%
TPR vs WWD
+41.9%
-25.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.7% |
| 7D | -2.7% | +1.3% | -4.0% | -3.1% |
| 30D | -23.3% | -7.2% | -16.1% | -21.5% |
| 3M | -12.8% | -3.8% | -9.0% | -13.0% |
| 6M | -21.7% | -9.9% | -11.8% | -20.4% |
| YTD | -3.9% | +14.8% | -18.7% | -7.0% |
| 1Y | +16.9% | +42.1% | -25.2% | +9.1% |
| All | +16.9% | +41.9% | -25.0% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling