+462.7%
WWD vs TMF
-83.0%
+545.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +4.2% | +0.6% | +3.6% | +4.3% |
| 30D | -0.8% | +16.3% | -17.1% | +0.9% |
| 3M | -8.2% | -2.7% | -5.5% | -8.3% |
| 6M | -9.8% | -13.2% | +3.3% | -11.1% |
| YTD | +10.4% | -16.7% | +27.1% | +8.3% |
| 1Y | +25.5% | -22.7% | +48.2% | +22.0% |
| 3Y | +155.8% | -26.1% | +181.9% | +152.6% |
| 5Y | +187.3% | -88.4% | +275.7% | +95.4% |
| 10Y | +462.7% | -81.8% | +544.5% | +351.9% |
| All | +462.7% | -83.0% | +545.7% | +351.9% |
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