+41.3%
WWD vs TMF
-21.2%
+62.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +0.8% | +1.0% | -0.2% | +0.5% |
| 30D | -6.4% | -1.8% | -4.6% | -5.9% |
| 3M | -5.6% | -8.2% | +2.6% | -2.8% |
| 6M | -9.1% | -19.5% | +10.4% | -5.6% |
| YTD | +12.5% | -16.0% | +28.5% | +16.8% |
| 1Y | +41.3% | -22.5% | +63.8% | +44.4% |
| All | +41.3% | -21.2% | +62.5% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling