+2,586.9%
WWD vs TMF
-68.9%
+2,655.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +1.3% | -1.4% | +2.7% | +1.0% |
| 30D | -7.2% | -2.8% | -4.3% | -7.6% |
| 3M | -3.8% | -10.9% | +7.1% | -6.0% |
| 6M | -9.9% | -21.3% | +11.4% | -14.2% |
| YTD | +14.8% | -15.9% | +30.7% | +10.9% |
| 1Y | +42.1% | -15.7% | +57.8% | +37.6% |
| 3Y | +170.8% | -43.4% | +214.2% | +147.9% |
| 5Y | +197.5% | -87.8% | +285.3% | +90.2% |
| 10Y | +477.8% | -86.7% | +564.6% | +332.5% |
| All | +2,586.9% | -68.9% | +2,655.8% | +3,376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling