+451.1%
TTMI vs WWD
+188.7%
+262.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.6% | +8.0% |
| 7D | +7.2% | +3.7% | +3.5% | +5.4% |
| 30D | -28.7% | +1.8% | -30.5% | -28.1% |
| 3M | -39.8% | -5.0% | -34.8% | -36.3% |
| 6M | -51.7% | -8.4% | -43.3% | -48.0% |
| YTD | +14.1% | +12.3% | +1.8% | +9.6% |
| 1Y | +16.0% | +26.2% | -10.3% | +4.3% |
| 3Y | +452.7% | +154.6% | +298.1% | +239.4% |
| All | +451.1% | +188.7% | +262.4% | +196.9% |
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