+8,579.1%
TPR vs WWD
+5,681.9%
+2,897.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +12.1% | +0.4% | +11.6% | +11.4% |
| 30D | +16.7% | -0.4% | +17.1% | +16.3% |
| 3M | -17.4% | -6.1% | -11.3% | -15.6% |
| 6M | +2.3% | -9.5% | +11.8% | +5.3% |
| YTD | +7.1% | +10.8% | -3.7% | -0.7% |
| 1Y | +29.5% | +23.5% | +6.0% | +13.5% |
| 3Y | +415.0% | +151.3% | +263.8% | +214.5% |
| 5Y | +261.5% | +187.8% | +73.7% | +103.9% |
| 10Y | +383.3% | +461.1% | -77.8% | +100.8% |
| All | +8,579.1% | +5,681.9% | +2,897.2% | +1,290.5% |
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 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