+660.4%
WDC vs TT
+744.7%
-84.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -16.7% | +0.8% | -17.6% | -16.7% |
| 30D | -27.2% | -11.8% | -15.4% | -19.2% |
| 3M | -34.0% | -11.6% | -22.4% | -26.9% |
| 6M | -39.7% | -9.3% | -30.4% | -33.7% |
| YTD | +68.1% | +8.9% | +59.2% | +62.2% |
| 1Y | +66.3% | -2.2% | +68.5% | +74.0% |
| 3Y | +754.4% | +91.9% | +662.5% | +448.5% |
| 5Y | +595.8% | +136.0% | +459.8% | +271.5% |
| 10Y | +660.4% | +734.7% | -74.3% | +66.4% |
| All | +660.4% | +744.7% | -84.3% | +66.4% |
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