+220.3%
TTMI vs WWD
+5,833.3%
-5,613.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | +11.4% | +4.0% | +7.4% | +9.4% |
| 30D | -28.3% | +0.4% | -28.7% | -27.3% |
| 3M | -46.7% | -7.9% | -38.7% | -43.1% |
| 6M | -56.1% | -10.6% | -45.5% | -52.7% |
| YTD | +7.4% | +9.4% | -2.0% | +5.2% |
| 1Y | +17.4% | +25.7% | -8.3% | +7.1% |
| 3Y | +429.1% | +148.5% | +280.6% | +240.7% |
| 5Y | +418.8% | +189.5% | +229.3% | +201.9% |
| 10Y | +411.2% | +451.8% | -40.5% | +90.4% |
| All | +220.3% | +5,833.3% | -5,613.0% | -70.1% |
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