+10,367.5%
WWD vs TDY
+6,954.6%
+3,412.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.2% |
| 7D | +0.6% | -1.8% | +2.5% | +1.4% |
| 30D | -5.1% | -13.8% | +8.7% | +1.1% |
| 3M | -11.2% | -3.9% | -7.4% | -9.8% |
| 6M | -12.0% | -9.0% | -3.0% | -8.4% |
| YTD | +12.0% | +16.5% | -4.6% | +4.9% |
| 1Y | +42.8% | +9.3% | +33.5% | +37.4% |
| 3Y | +168.9% | +45.1% | +123.8% | +128.6% |
| 5Y | +192.2% | +35.0% | +157.2% | +154.3% |
| 10Y | +495.3% | +469.0% | +26.3% | +208.4% |
| All | +10,367.5% | +6,954.6% | +3,412.9% | +3,780.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling