+101.4%
TD vs WCN
+48.0%
+53.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +1.1% | +2.6% | -1.5% | +0.5% |
| 30D | +5.2% | +23.9% | -18.7% | -0.1% |
| 3M | +1.2% | +17.4% | -16.2% | -2.7% |
| 6M | +17.7% | +28.0% | -10.3% | +10.2% |
| YTD | +34.2% | +11.6% | +22.7% | +30.3% |
| 1Y | +55.4% | +16.9% | +38.6% | +48.5% |
| 3Y | +130.4% | +51.6% | +78.8% | +95.0% |
| All | +101.4% | +48.0% | +53.4% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling