+376.4%
TTD vs WCN
+246.2%
+130.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.5% |
| 7D | -0.6% | -3.1% | +2.5% | +1.8% |
| 30D | +6.3% | -3.4% | +9.7% | +9.2% |
| 3M | -24.1% | +3.0% | -27.1% | -26.3% |
| 6M | -47.4% | -3.8% | -43.7% | -46.5% |
| YTD | -62.2% | -8.3% | -53.9% | -60.2% |
| 1Y | -68.3% | -9.7% | -58.6% | -66.4% |
| 3Y | -83.4% | +17.2% | -100.6% | -86.4% |
| 5Y | -80.3% | +25.3% | -105.6% | -84.9% |
| All | +376.4% | +246.2% | +130.2% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling