+29.9%
TPR vs WWD
+25.3%
+4.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.5% | +1.0% |
| 7D | +12.7% | +4.2% | +8.5% | +10.9% |
| 30D | +17.1% | -0.8% | +17.8% | +16.9% |
| 3M | -15.9% | -8.2% | -7.7% | -14.0% |
| 6M | +2.6% | -9.8% | +12.5% | +4.1% |
| YTD | +7.5% | +10.4% | -2.9% | +5.4% |
| All | +29.9% | +25.3% | +4.7% | +23.9% |
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