-68.3%
TTD vs WPM
+46.6%
-114.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.6% | +2.9% |
| 7D | -0.6% | -0.6% | -0.1% | -0.7% |
| 30D | +6.3% | +14.4% | -8.1% | +8.5% |
| 3M | -24.1% | +37.0% | -61.1% | -20.6% |
| 6M | -47.4% | +4.1% | -51.6% | -46.2% |
| YTD | -62.2% | +31.7% | -93.9% | -60.8% |
| 1Y | -68.3% | +44.2% | -112.5% | -66.0% |
| All | -68.3% | +46.6% | -114.9% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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