+229.9%
TTMI vs WWD
+5,870.0%
-5,640.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.0% |
| 7D | +22.6% | +8.2% | +14.4% | +18.1% |
| 30D | -34.3% | -0.2% | -34.1% | -33.1% |
| 3M | -44.8% | -8.4% | -36.4% | -41.0% |
| 6M | -53.3% | -9.5% | -43.8% | -50.0% |
| YTD | +10.6% | +10.1% | +0.5% | +8.0% |
| 1Y | +8.2% | +21.6% | -13.4% | +0.6% |
| 3Y | +435.7% | +149.6% | +286.1% | +244.1% |
| 5Y | +434.2% | +191.3% | +242.9% | +209.9% |
| 10Y | +426.4% | +455.2% | -28.7% | +95.4% |
| All | +229.9% | +5,870.0% | -5,640.2% | -69.3% |
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