+396.8%
TPR vs WWD
+149.7%
+247.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.2% |
| 7D | -1.1% | +8.2% | -9.3% | -4.0% |
| 30D | +15.1% | -0.2% | +15.3% | +14.7% |
| 3M | -13.4% | -8.4% | -5.0% | -10.9% |
| 6M | +1.4% | -9.5% | +10.9% | +3.5% |
| YTD | +4.8% | +10.1% | -5.3% | -1.3% |
| 1Y | +29.2% | +21.6% | +7.6% | +16.4% |
| All | +396.8% | +149.7% | +247.1% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling