+524.6%
TRI vs WWD
+4,538.6%
-4,014.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -6.0% |
| 7D | -7.1% | +0.8% | -7.9% | -7.2% |
| 30D | -2.3% | -6.4% | +4.1% | -1.0% |
| 3M | +19.6% | -5.6% | +25.2% | +20.3% |
| 6M | -8.7% | -9.1% | +0.4% | -8.1% |
| YTD | -22.3% | +12.5% | -34.8% | -26.5% |
| 1Y | -40.7% | +41.3% | -82.0% | -47.3% |
| 3Y | -17.8% | +170.2% | -188.0% | -39.1% |
| 5Y | -8.5% | +192.5% | -201.0% | -34.9% |
| 10Y | +192.6% | +476.9% | -284.3% | +61.4% |
| All | +524.6% | +4,538.6% | -4,014.0% | +105.6% |
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