-80.6%
TTD vs WAB
+231.1%
-311.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.2% |
| 7D | +1.7% | +1.7% | +0.1% | +0.6% |
| 30D | +1.6% | -2.4% | +4.0% | +3.0% |
| 3M | -27.8% | +9.7% | -37.5% | -33.8% |
| 6M | -52.1% | +16.5% | -68.6% | -59.2% |
| YTD | -63.1% | +33.7% | -96.8% | -72.6% |
| 1Y | -73.1% | +49.7% | -122.7% | -82.1% |
| 3Y | -83.3% | +170.9% | -254.2% | -94.5% |
| 5Y | -80.6% | +228.0% | -308.7% | -94.6% |
| All | -80.6% | +231.1% | -311.7% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling