+873.0%
TTMI vs WWD
+167.9%
+705.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.6% |
| 7D | +7.5% | +0.6% | +6.8% | +6.9% |
| 30D | -4.5% | -5.1% | +0.6% | -0.5% |
| 3M | -28.5% | -11.2% | -17.3% | -22.3% |
| 6M | +28.4% | -12.0% | +40.4% | +40.1% |
| YTD | +80.1% | +12.0% | +68.1% | +67.1% |
| 1Y | +161.0% | +42.8% | +118.2% | +105.8% |
| All | +873.0% | +167.9% | +705.1% | +401.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling