+364.1%
TTD vs WSM
+1,032.1%
-668.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.4% |
| 7D | -7.4% | +0.4% | -7.9% | -7.7% |
| 30D | +3.0% | -10.7% | +13.7% | +8.4% |
| 3M | -27.6% | +8.5% | -36.1% | -30.9% |
| 6M | -49.5% | +19.6% | -69.1% | -54.4% |
| YTD | -63.2% | +26.6% | -89.8% | -67.9% |
| 1Y | -69.7% | +12.0% | -81.7% | -72.3% |
| 3Y | -83.3% | +226.6% | -310.0% | -91.8% |
| 5Y | -80.8% | +174.1% | -254.9% | -89.9% |
| All | +364.1% | +1,032.1% | -668.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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