+567.0%
WDC vs TT
+131.0%
+436.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -3.8% |
| 7D | +12.1% | +4.0% | +8.0% | +8.8% |
| 30D | -18.8% | -11.3% | -7.5% | -9.9% |
| 3M | -39.3% | -12.3% | -27.0% | -32.0% |
| 6M | -40.1% | -10.8% | -29.3% | -33.1% |
| YTD | +71.8% | +8.2% | +63.6% | +67.8% |
| 1Y | +88.5% | +1.5% | +87.0% | +92.9% |
| 3Y | +770.0% | +91.5% | +678.5% | +485.7% |
| All | +567.0% | +131.0% | +436.0% | +236.6% |
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