-64.7%
TTD vs WAB
+44.7%
-109.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.4% |
| 7D | +20.8% | +7.9% | +12.9% | +22.8% |
| 30D | +27.1% | +4.9% | +22.2% | +28.1% |
| 3M | +14.7% | +1.8% | +12.9% | +14.6% |
| 6M | -26.8% | +12.0% | -38.8% | -23.1% |
| YTD | -59.2% | +41.3% | -100.5% | -58.5% |
| 1Y | -64.7% | +43.8% | -108.5% | -64.4% |
| All | -64.7% | +44.7% | -109.4% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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