+361.1%
TTD vs WCC
+532.4%
-171.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -4.6% | +6.8% | -11.4% | -7.2% |
| 30D | +3.7% | -3.0% | +6.7% | +4.3% |
| 3M | -30.2% | +0.2% | -30.4% | -31.6% |
| 6M | -51.4% | +33.2% | -84.6% | -58.9% |
| YTD | -63.4% | +45.8% | -109.2% | -70.6% |
| 1Y | -73.5% | +68.4% | -141.9% | -80.3% |
| 3Y | -83.5% | +131.1% | -214.6% | -90.0% |
| 5Y | -80.9% | +225.6% | -306.5% | -90.4% |
| All | +361.1% | +532.4% | -171.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling