+329.6%
TTD vs WST
+432.1%
-102.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | -0.1% |
| 7D | +5.2% | -3.1% | +8.3% | +7.1% |
| 30D | +6.9% | +9.1% | -2.1% | +1.8% |
| 3M | -26.8% | +14.7% | -41.5% | -32.8% |
| 6M | -46.1% | +28.0% | -74.1% | -53.9% |
| YTD | -65.9% | +45.6% | -111.6% | -73.6% |
| 1Y | -71.8% | +45.7% | -117.5% | -78.3% |
| 3Y | -83.3% | +21.1% | -104.4% | -87.4% |
| 5Y | -81.1% | +0.3% | -81.5% | -83.5% |
| 10Y | +441.7% | +449.0% | -7.3% | +62.7% |
| All | +329.6% | +432.1% | -102.5% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling