+508.5%
TTD vs WCC
+431.3%
+77.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +2.0% |
| 7D | +21.3% | +9.9% | +11.3% | +17.2% |
| 30D | +28.7% | -8.4% | +37.2% | +32.3% |
| 3M | +7.7% | -10.3% | +18.0% | +10.2% |
| 6M | -23.5% | -10.5% | -13.0% | -23.1% |
| YTD | -58.7% | +32.2% | -90.9% | -65.9% |
| 1Y | -63.4% | +25.5% | -89.0% | -69.2% |
| 3Y | -75.3% | +134.7% | -210.0% | -85.3% |
| 5Y | -84.4% | +139.9% | -224.3% | -91.2% |
| All | +508.5% | +431.3% | +77.1% | +107.8% |
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