+396.0%
TTD vs WCC
+463.8%
-67.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +8.1% | +7.3% | +12.3% |
| 7D | +19.0% | -5.7% | +24.7% | +21.3% |
| 30D | +23.6% | -13.5% | +37.1% | +29.8% |
| 3M | +8.2% | -12.9% | +21.1% | +11.9% |
| 6M | -35.3% | -10.7% | -24.6% | -35.0% |
| YTD | -60.7% | +30.0% | -90.7% | -67.3% |
| 1Y | -65.3% | +24.7% | -90.0% | -70.7% |
| 3Y | -80.6% | +136.6% | -217.1% | -88.6% |
| 5Y | -84.6% | +143.9% | -228.5% | -91.4% |
| 10Y | +550.5% | +465.9% | +84.6% | +91.1% |
| All | +396.0% | +463.8% | -67.8% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling