+379.4%
TTD vs WCC
+525.2%
-145.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.2% | -5.9% |
| 7D | +6.3% | +4.5% | +1.9% | +4.4% |
| 30D | -23.9% | -5.8% | -18.1% | -22.3% |
| 3M | -31.4% | -3.7% | -27.7% | -31.6% |
| 6M | -42.7% | +23.1% | -65.7% | -49.9% |
| YTD | -62.0% | +44.2% | -106.1% | -69.2% |
| 1Y | -72.2% | +62.1% | -134.3% | -79.0% |
| 3Y | -81.9% | +121.1% | -203.1% | -88.9% |
| 5Y | -81.5% | +214.0% | -295.5% | -90.6% |
| All | +379.4% | +525.2% | -145.8% | +43.3% |
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