-82.3%
TTD vs WST
-15.6%
-66.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.1% |
| 7D | +6.3% | +0.7% | +5.6% | +6.1% |
| 30D | -23.9% | -3.1% | -20.7% | -23.2% |
| 3M | -31.4% | +7.2% | -38.6% | -33.3% |
| 6M | -42.7% | +36.8% | -79.5% | -49.3% |
| YTD | -62.0% | +23.8% | -85.8% | -65.2% |
| 1Y | -72.2% | +37.8% | -110.0% | -75.9% |
| All | -82.3% | -15.6% | -66.6% | -81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling