-83.3%
TTD vs WCC
+137.6%
-220.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -3.5% |
| 7D | +1.7% | +8.5% | -6.7% | -0.5% |
| 30D | +1.6% | -1.0% | +2.6% | +1.5% |
| 3M | -27.8% | +2.1% | -30.0% | -28.9% |
| 6M | -52.1% | +36.8% | -88.9% | -58.1% |
| YTD | -63.1% | +47.7% | -110.8% | -69.0% |
| 1Y | -73.1% | +66.5% | -139.6% | -78.7% |
| 3Y | -83.3% | +134.2% | -217.4% | -89.0% |
| All | -83.3% | +137.6% | -220.9% | -89.0% |
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