+7,716.4%
TPR vs WWD
+5,891.1%
+1,825.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -2.3% | +1.3% | -3.6% | -2.9% |
| 30D | -23.0% | -7.2% | -15.8% | -20.4% |
| 3M | -12.5% | -3.8% | -8.6% | -11.8% |
| 6M | -21.4% | -9.9% | -11.5% | -18.5% |
| YTD | -3.5% | +14.8% | -18.3% | -11.5% |
| 1Y | +17.4% | +42.1% | -24.7% | -3.4% |
| 3Y | +291.3% | +170.8% | +120.5% | +131.6% |
| 5Y | +241.9% | +197.5% | +44.4% | +90.7% |
| 10Y | +322.7% | +477.8% | -155.2% | +74.0% |
| All | +7,716.4% | +5,891.1% | +1,825.3% | +1,139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling