-64.7%
TTD vs WCN
+15.9%
-80.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | +20.8% | +1.2% | +19.6% | +20.2% |
| 30D | +27.1% | +26.4% | +0.7% | +15.8% |
| 3M | +14.7% | +17.5% | -2.8% | +7.0% |
| 6M | -26.8% | +28.7% | -55.6% | -33.6% |
| YTD | -59.2% | +11.5% | -70.8% | -61.8% |
| 1Y | -64.7% | +15.9% | -80.5% | -66.6% |
| All | -64.7% | +15.9% | -80.6% | -66.6% |
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