+303.8%
TD vs WCC
+541.6%
-237.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.2% |
| 7D | -0.5% | +1.5% | -2.1% | -1.0% |
| 30D | -1.9% | -2.1% | +0.2% | -1.6% |
| 3M | +4.8% | +3.8% | +0.9% | +3.1% |
| 6M | +28.0% | +35.0% | -7.0% | +17.4% |
| YTD | +30.3% | +46.4% | -16.1% | +16.6% |
| 1Y | +59.8% | +63.0% | -3.2% | +38.3% |
| 3Y | +124.7% | +133.9% | -9.2% | +67.2% |
| 5Y | +127.0% | +226.5% | -99.6% | +44.7% |
| All | +303.8% | +541.6% | -237.8% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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