-80.6%
TTD vs WCC
+135.0%
-215.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +8.1% | +7.3% | +13.6% |
| 7D | +19.0% | -5.7% | +24.7% | +20.2% |
| 30D | +23.6% | -13.5% | +37.1% | +27.1% |
| 3M | +8.2% | -12.9% | +21.1% | +10.3% |
| 6M | -35.3% | -10.7% | -24.6% | -35.1% |
| YTD | -60.7% | +30.0% | -90.7% | -66.0% |
| 1Y | -65.3% | +24.7% | -90.0% | -69.6% |
| 3Y | -80.6% | +136.6% | -217.1% | -87.6% |
| All | -80.6% | +135.0% | -215.5% | -87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling