+1,154.9%
WDC vs TTD
+401.9%
+753.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.4% | +10.2% | +6.7% |
| 7D | +1.7% | +6.3% | -4.6% | +0.4% |
| 30D | -10.0% | -23.9% | +13.9% | -5.6% |
| 3M | -18.8% | -31.4% | +12.6% | -13.7% |
| 6M | +79.0% | -42.7% | +121.7% | +93.3% |
| YTD | +171.6% | -62.0% | +233.5% | +218.0% |
| 1Y | +417.4% | -72.2% | +489.6% | +544.1% |
| 3Y | +1,251.8% | -81.9% | +1,333.7% | +1,594.3% |
| 5Y | +911.7% | -81.5% | +993.2% | +1,044.5% |
| All | +1,154.9% | +401.9% | +753.0% | +700.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling