-74.8%
TTD vs WCN
+50.7%
-125.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.4% |
| 7D | +20.8% | +0.4% | +20.4% | +20.6% |
| 30D | +33.8% | +25.3% | +8.5% | +21.6% |
| 3M | +17.8% | +15.4% | +2.4% | +10.6% |
| 6M | -25.7% | +27.8% | -53.6% | -33.2% |
| YTD | -57.9% | +10.6% | -68.5% | -59.8% |
| 1Y | -63.8% | +15.8% | -79.6% | -66.2% |
| All | -74.8% | +50.7% | -125.6% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling