-72.0%
TTD vs WCN
+16.1%
-88.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.8% |
| 7D | +3.7% | +6.7% | -3.0% | +1.1% |
| 30D | +10.4% | +24.3% | -13.9% | +1.4% |
| 3M | -31.6% | +16.1% | -47.7% | -35.8% |
| 6M | -45.1% | +19.9% | -65.1% | -49.0% |
| YTD | -65.1% | +10.1% | -75.2% | -67.2% |
| 1Y | -72.0% | +14.4% | -86.4% | -73.5% |
| All | -72.0% | +16.1% | -88.1% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling