+928.6%
WDC vs TT
+140.2%
+788.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.0% | +5.2% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -10.0% | -7.2% | -2.8% | -4.4% |
| 3M | -18.8% | -3.0% | -15.8% | -15.7% |
| 6M | +79.0% | +1.4% | +77.7% | +81.2% |
| YTD | +171.6% | +15.9% | +155.7% | +149.2% |
| 1Y | +417.4% | +9.4% | +408.0% | +393.5% |
| 3Y | +1,251.8% | +124.4% | +1,127.4% | +704.6% |
| All | +928.6% | +140.2% | +788.5% | +398.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling