-10.9%
TRI vs WWD
+187.1%
-198.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.2% |
| 7D | -14.4% | -2.9% | -11.5% | -14.2% |
| 30D | -8.1% | -6.6% | -1.5% | -7.7% |
| 3M | +17.5% | -9.3% | +26.9% | +18.0% |
| 6M | -5.0% | -13.6% | +8.7% | -4.3% |
| YTD | -24.7% | +10.4% | -35.1% | -27.4% |
| 1Y | -41.5% | +39.9% | -81.4% | -46.4% |
| 3Y | -20.3% | +165.0% | -185.4% | -37.4% |
| 5Y | -10.9% | +183.8% | -194.7% | -34.5% |
| All | -10.9% | +187.1% | -198.0% | -34.5% |
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