+365.8%
TTD vs WST
+349.5%
+16.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | +1.7% | -0.3% | +2.0% | +2.0% |
| 30D | +1.6% | -4.6% | +6.2% | +4.3% |
| 3M | -27.8% | +5.7% | -33.5% | -30.7% |
| 6M | -52.1% | +37.6% | -89.7% | -61.4% |
| YTD | -63.1% | +23.0% | -86.1% | -68.4% |
| 1Y | -73.1% | +33.8% | -106.9% | -78.5% |
| 3Y | -83.3% | -13.4% | -69.9% | -84.0% |
| 5Y | -80.6% | -27.0% | -53.7% | -79.2% |
| All | +365.8% | +349.5% | +16.3% | +66.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling