+527.9%
TTD vs WST
+452.9%
+75.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | +20.8% | +1.1% | +19.7% | +20.3% |
| 30D | +33.8% | +12.4% | +21.5% | +25.5% |
| 3M | +17.8% | +17.6% | +0.3% | +7.2% |
| 6M | -25.7% | +28.3% | -54.0% | -36.3% |
| YTD | -57.9% | +50.5% | -108.4% | -67.9% |
| 1Y | -63.8% | +49.4% | -113.2% | -72.5% |
| 3Y | -75.0% | +21.9% | -96.9% | -81.0% |
| 5Y | -82.5% | +0.4% | -82.9% | -84.7% |
| 10Y | +527.9% | +451.5% | +76.4% | +91.2% |
| All | +527.9% | +452.9% | +75.0% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling