+365.8%
TTD vs WEC
+141.1%
+224.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.9% |
| 7D | +1.7% | +0.8% | +0.9% | +1.7% |
| 30D | +1.6% | +0.3% | +1.3% | +1.6% |
| 3M | -27.8% | -2.9% | -24.9% | -27.7% |
| 6M | -52.1% | -5.9% | -46.2% | -51.9% |
| YTD | -63.1% | +4.1% | -67.2% | -63.3% |
| 1Y | -73.1% | +3.1% | -76.2% | -73.2% |
| 3Y | -83.3% | +40.8% | -124.1% | -84.2% |
| 5Y | -80.6% | +31.7% | -112.3% | -81.5% |
| All | +365.8% | +141.1% | +224.6% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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