-63.9%
TTD vs WMB
+17.9%
-81.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -3.9% | -3.0% |
| 7D | +20.8% | +8.1% | +12.7% | +23.1% |
| 30D | +27.1% | -6.9% | +34.0% | +23.2% |
| 3M | +14.7% | -5.1% | +19.8% | +12.0% |
| 6M | -26.8% | -5.7% | -21.1% | -28.4% |
| YTD | -59.2% | +18.1% | -77.3% | -59.5% |
| All | -63.9% | +17.9% | -81.9% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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