+476.9%
WWD vs TMF
-86.8%
+563.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +0.8% | +1.0% | -0.2% | +0.9% |
| 30D | -6.4% | -1.8% | -4.6% | -6.6% |
| 3M | -5.6% | -8.2% | +2.6% | -6.5% |
| 6M | -9.1% | -19.5% | +10.4% | -11.3% |
| YTD | +12.5% | -16.0% | +28.5% | +10.4% |
| 1Y | +41.3% | -22.5% | +63.8% | +37.4% |
| 3Y | +170.2% | -42.3% | +212.5% | +156.9% |
| 5Y | +192.5% | -87.7% | +280.2% | +103.8% |
| 10Y | +476.9% | -86.5% | +563.4% | +371.4% |
| All | +476.9% | -86.8% | +563.7% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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