+379.4%
TTD vs WWD
+512.4%
-133.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.4% | -4.9% |
| 7D | +6.3% | +1.3% | +5.0% | +5.7% |
| 30D | -23.9% | -7.2% | -16.7% | -21.4% |
| 3M | -31.4% | -3.8% | -27.5% | -31.1% |
| 6M | -42.7% | -9.9% | -32.8% | -41.6% |
| YTD | -62.0% | +14.8% | -76.8% | -66.3% |
| 1Y | -72.2% | +42.1% | -114.3% | -78.3% |
| 3Y | -81.9% | +170.8% | -252.7% | -90.0% |
| 5Y | -81.5% | +197.5% | -279.1% | -90.4% |
| All | +379.4% | +512.4% | -133.0% | +69.4% |
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