+558.1%
TTD vs WWD
+460.9%
+97.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.1% |
| 7D | +19.9% | +0.4% | +19.5% | +19.8% |
| 30D | +27.6% | -0.4% | +28.1% | +27.8% |
| 3M | +15.2% | -6.1% | +21.2% | +17.7% |
| 6M | -33.2% | -9.5% | -23.7% | -31.5% |
| YTD | -59.4% | +10.8% | -70.2% | -63.5% |
| 1Y | -64.4% | +23.5% | -87.9% | -70.0% |
| 3Y | -75.9% | +151.3% | -227.2% | -86.2% |
| 5Y | -82.6% | +187.8% | -270.4% | -90.8% |
| 10Y | +558.1% | +461.1% | +97.0% | +169.0% |
| All | +558.1% | +460.9% | +97.2% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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