+379.4%
TTD vs WCN
+257.3%
+122.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.5% |
| 7D | +6.3% | -0.6% | +7.0% | +6.9% |
| 30D | -23.9% | +0.4% | -24.3% | -24.2% |
| 3M | -31.4% | +7.3% | -38.7% | -35.5% |
| 6M | -42.7% | -2.5% | -40.2% | -42.1% |
| YTD | -62.0% | -5.4% | -56.6% | -60.9% |
| 1Y | -72.2% | -8.5% | -63.8% | -70.8% |
| 3Y | -81.9% | +20.8% | -102.7% | -85.6% |
| 5Y | -81.5% | +30.0% | -111.6% | -86.3% |
| All | +379.4% | +257.3% | +122.1% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling