-72.0%
TTD vs WST
+47.3%
-119.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.8% |
| 7D | +3.7% | +1.3% | +2.4% | +3.6% |
| 30D | +10.4% | +8.5% | +1.9% | +9.7% |
| 3M | -31.6% | +17.2% | -48.8% | -32.5% |
| 6M | -45.1% | +36.3% | -81.4% | -46.6% |
| YTD | -65.1% | +48.9% | -114.1% | -66.3% |
| 1Y | -72.0% | +42.9% | -114.9% | -72.4% |
| All | -72.0% | +47.3% | -119.3% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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