+642.9%
WDC vs TT
+725.1%
-82.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -3.9% |
| 7D | +12.1% | +4.0% | +8.0% | +9.0% |
| 30D | -18.8% | -11.3% | -7.5% | -10.1% |
| 3M | -39.3% | -12.3% | -27.0% | -32.2% |
| 6M | -40.1% | -10.8% | -29.3% | -33.3% |
| YTD | +71.8% | +8.2% | +63.6% | +66.8% |
| 1Y | +88.5% | +1.5% | +87.0% | +92.0% |
| 3Y | +770.0% | +91.5% | +678.5% | +460.1% |
| 5Y | +549.0% | +130.2% | +418.8% | +253.4% |
| All | +642.9% | +725.1% | -82.2% | +60.2% |
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