+8.2%
TT vs WWD
+40.3%
-32.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.4% |
| 7D | +1.6% | +0.8% | +0.8% | +1.2% |
| 30D | -7.3% | -6.4% | -0.9% | -5.0% |
| 3M | -2.6% | -5.6% | +3.0% | -0.5% |
| 6M | +5.9% | -9.1% | +15.0% | +9.2% |
| YTD | +15.4% | +12.5% | +2.9% | +12.7% |
| 1Y | +8.2% | +41.3% | -33.1% | -4.2% |
| All | +8.2% | +40.3% | -32.1% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling