-83.8%
TTD vs WBD
+146.5%
-230.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.7% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | +1.6% | +5.0% | -3.4% | +0.3% |
| 3M | -27.8% | +6.2% | -34.1% | -29.2% |
| 6M | -52.1% | +0.6% | -52.7% | -52.3% |
| YTD | -63.1% | -2.4% | -60.6% | -62.9% |
| 1Y | -73.1% | +127.7% | -200.7% | -79.3% |
| All | -83.8% | +146.5% | -230.2% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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