+2,281.5%
WWD vs TMF
-69.1%
+2,350.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.5% | -5.9% |
| 7D | -2.6% | +2.7% | -5.3% | -2.0% |
| 30D | -7.7% | +19.3% | -27.0% | -4.4% |
| 3M | -17.7% | -3.7% | -14.1% | -18.1% |
| 6M | -15.9% | -11.3% | -4.6% | -17.8% |
| YTD | +1.8% | -16.6% | +18.4% | -1.6% |
| 1Y | +17.4% | -21.1% | +38.5% | +12.2% |
| 3Y | +137.1% | -26.8% | +163.9% | +130.0% |
| 5Y | +162.4% | -88.0% | +250.4% | +66.8% |
| 10Y | +452.5% | -84.7% | +537.2% | +332.5% |
| All | +2,281.5% | -69.1% | +2,350.6% | +2,982.3% |
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