+682.0%
WDC vs TT
+737.0%
-55.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +16.3% | +8.1% | +8.2% | +9.6% |
| 30D | -18.3% | -11.3% | -7.0% | -9.6% |
| 3M | -31.4% | -11.2% | -20.3% | -24.2% |
| 6M | -36.3% | -8.9% | -27.4% | -30.2% |
| YTD | +80.8% | +9.7% | +71.1% | +73.6% |
| 1Y | +87.7% | +1.3% | +86.4% | +91.4% |
| 3Y | +819.4% | +93.4% | +726.1% | +486.9% |
| 5Y | +583.2% | +133.5% | +449.7% | +267.6% |
| All | +682.0% | +737.0% | -55.1% | +66.7% |
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