+443.1%
TTMI vs WWD
+6,127.6%
-5,684.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.8% | +8.3% |
| 7D | +5.9% | +1.3% | +4.6% | +5.2% |
| 30D | -4.3% | -7.2% | +2.9% | -0.4% |
| 3M | -32.0% | -3.8% | -28.2% | -30.8% |
| 6M | +19.5% | -9.9% | +29.4% | +26.7% |
| YTD | +82.0% | +14.8% | +67.2% | +70.6% |
| 1Y | +172.6% | +42.1% | +130.6% | +129.8% |
| 3Y | +744.7% | +170.8% | +573.9% | +411.3% |
| 5Y | +805.6% | +197.5% | +608.0% | +408.1% |
| 10Y | +1,057.6% | +477.8% | +579.8% | +312.0% |
| All | +443.1% | +6,127.6% | -5,684.5% | -51.5% |
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