+318.5%
TPR vs WWD
+485.4%
-166.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -2.3% | +1.3% | -3.6% | -3.1% |
| 30D | -23.0% | -7.2% | -15.8% | -19.7% |
| 3M | -12.5% | -3.8% | -8.6% | -11.9% |
| 6M | -21.4% | -9.9% | -11.5% | -18.0% |
| YTD | -3.5% | +14.8% | -18.3% | -14.4% |
| 1Y | +17.4% | +42.1% | -24.7% | -10.1% |
| 3Y | +291.3% | +170.8% | +120.5% | +88.5% |
| 5Y | +241.9% | +197.5% | +44.4% | +49.6% |
| All | +318.5% | +485.4% | -166.9% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling