+1,245.1%
WDC vs TT
+899.5%
+345.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +6.0% | +1.6% | +4.4% | +4.7% |
| 30D | +9.9% | -7.3% | +17.2% | +16.6% |
| 3M | -9.4% | -2.6% | -6.8% | -6.6% |
| 6M | +94.7% | +5.9% | +88.8% | +90.5% |
| YTD | +177.3% | +15.4% | +161.9% | +154.2% |
| 1Y | +412.4% | +8.2% | +404.2% | +391.1% |
| 3Y | +1,359.3% | +122.7% | +1,236.6% | +728.2% |
| 5Y | +992.2% | +145.0% | +847.3% | +463.7% |
| 10Y | +1,245.1% | +893.7% | +351.3% | +169.2% |
| All | +1,245.1% | +899.5% | +345.5% | +169.2% |
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