+482.1%
WWD vs TDY
+479.2%
+2.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +0.5% |
| 7D | -2.6% | -1.1% | -1.5% | -1.8% |
| 30D | -6.9% | -12.0% | +5.1% | +1.9% |
| 3M | -13.0% | -3.2% | -9.9% | -11.3% |
| 6M | -12.5% | -7.9% | -4.6% | -7.5% |
| YTD | +11.8% | +18.2% | -6.4% | -1.3% |
| 1Y | +41.1% | +6.7% | +34.4% | +33.6% |
| 3Y | +163.1% | +47.5% | +115.5% | +93.7% |
| 5Y | +187.6% | +39.5% | +148.1% | +115.3% |
| All | +482.1% | +479.2% | +2.9% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling