+430.9%
TTD vs WWD
+498.8%
-67.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.0% |
| 7D | +20.8% | +3.7% | +17.1% | +19.0% |
| 30D | +33.8% | +1.8% | +32.0% | +32.7% |
| 3M | +17.8% | -5.0% | +22.8% | +19.8% |
| 6M | -25.7% | -8.4% | -17.3% | -24.3% |
| YTD | -57.9% | +12.3% | -70.2% | -62.4% |
| 1Y | -63.8% | +26.2% | -90.1% | -69.9% |
| 3Y | -75.0% | +154.6% | -229.6% | -85.8% |
| 5Y | -82.5% | +195.3% | -277.8% | -90.9% |
| 10Y | +527.9% | +466.3% | +61.6% | +128.3% |
| All | +430.9% | +498.8% | -67.9% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling