+234.9%
TPR vs WWD
+187.3%
+47.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -0.3% | +4.0% | -4.2% | -2.1% |
| 30D | +15.1% | +0.4% | +14.7% | +14.2% |
| 3M | +3.5% | -7.9% | +11.4% | +6.7% |
| 6M | +0.4% | -10.6% | +11.1% | +3.7% |
| YTD | +4.6% | +9.4% | -4.8% | -3.0% |
| 1Y | +33.1% | +25.7% | +7.4% | +14.3% |
| 3Y | +396.0% | +148.5% | +247.4% | +185.9% |
| All | +234.9% | +187.3% | +47.6% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling