+13.7%
WBD vs TT
+906.5%
-892.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.7% | +1.4% | -3.1% | -2.3% |
| 30D | +3.9% | -6.7% | +10.5% | +7.0% |
| 3M | +5.1% | -5.4% | +10.5% | +7.0% |
| 6M | +0.6% | +4.4% | -3.8% | -2.8% |
| YTD | -3.2% | +14.9% | -18.1% | -11.2% |
| 1Y | +127.7% | +9.3% | +118.4% | +112.5% |
| 3Y | +146.6% | +121.7% | +24.8% | +56.5% |
| 5Y | +4.2% | +148.2% | -144.0% | -39.5% |
| 10Y | +13.7% | +957.3% | -943.6% | -67.2% |
| All | +13.7% | +906.5% | -892.8% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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