+158.5%
TRV vs WWD
+187.1%
-28.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -1.5% | -2.9% | +1.4% | -1.0% |
| 30D | -1.8% | -6.6% | +4.8% | -0.8% |
| 3M | +21.6% | -9.3% | +30.9% | +23.1% |
| 6M | +22.5% | -13.6% | +36.1% | +24.6% |
| YTD | +28.1% | +10.4% | +17.8% | +23.9% |
| 1Y | +37.0% | +39.9% | -2.8% | +25.6% |
| 3Y | +141.9% | +165.0% | -23.2% | +86.6% |
| 5Y | +158.5% | +183.8% | -25.3% | +87.9% |
| All | +158.5% | +187.1% | -28.6% | +87.9% |
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