+101.4%
TD vs WCC
+139.9%
-38.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.3% |
| 7D | +1.1% | +9.9% | -8.8% | -0.7% |
| 30D | +5.2% | -8.4% | +13.7% | +6.4% |
| 3M | +1.2% | -10.3% | +11.6% | +2.6% |
| 6M | +17.7% | -10.5% | +28.2% | +18.8% |
| YTD | +34.2% | +32.2% | +2.1% | +25.4% |
| 1Y | +55.4% | +25.5% | +29.9% | +46.4% |
| 3Y | +130.4% | +134.7% | -4.3% | +83.3% |
| All | +101.4% | +139.9% | -38.5% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling