+528.7%
WDC vs TTD
-84.7%
+613.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.6% |
| 7D | -28.0% | +5.2% | -33.2% | -28.5% |
| 30D | -34.9% | +6.9% | -41.9% | -35.7% |
| 3M | -41.6% | -26.8% | -14.7% | -38.9% |
| 6M | -45.4% | -46.1% | +0.8% | -40.2% |
| YTD | +53.3% | -65.9% | +119.2% | +81.5% |
| 1Y | +61.5% | -71.8% | +133.4% | +99.2% |
| 3Y | +712.3% | -83.3% | +795.7% | +908.9% |
| All | +528.7% | -84.7% | +613.4% | +629.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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