+303.8%
TD vs WCN
+235.9%
+67.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.5% | -3.1% | +2.6% | +0.7% |
| 30D | -1.9% | -3.4% | +1.5% | -0.6% |
| 3M | +4.8% | +3.0% | +1.8% | +2.9% |
| 6M | +28.0% | -3.8% | +31.7% | +28.9% |
| YTD | +30.3% | -8.3% | +38.6% | +33.6% |
| 1Y | +59.8% | -9.7% | +69.5% | +64.5% |
| 3Y | +124.7% | +17.2% | +107.5% | +99.6% |
| 5Y | +127.0% | +25.3% | +101.7% | +92.0% |
| All | +303.8% | +235.9% | +67.9% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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