+148.5%
WWD vs TMF
-32.2%
+180.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +4.0% | -9.3% | +13.2% | +4.5% |
| 30D | +0.4% | +1.9% | -1.5% | +0.2% |
| 3M | -7.9% | -11.2% | +3.3% | -7.3% |
| 6M | -10.6% | -17.7% | +7.1% | -9.6% |
| YTD | +9.4% | -24.5% | +33.8% | +10.8% |
| 1Y | +25.7% | -29.4% | +55.2% | +27.4% |
| 3Y | +148.5% | -33.4% | +182.0% | +164.1% |
| All | +148.5% | -32.2% | +180.8% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling