+3,178.4%
TD vs WCN
+6,839.3%
-3,660.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +0.3% | -0.6% | +1.0% | +0.5% |
| 30D | +0.4% | +0.4% | 0.0% | +0.3% |
| 3M | +7.6% | +7.3% | +0.3% | +5.8% |
| 6M | +25.0% | -2.5% | +27.5% | +25.1% |
| YTD | +31.0% | -5.4% | +36.4% | +31.8% |
| 1Y | +65.2% | -8.5% | +73.6% | +67.2% |
| 3Y | +122.5% | +20.8% | +101.7% | +111.3% |
| 5Y | +124.8% | +30.0% | +94.8% | +109.6% |
| 10Y | +298.2% | +238.4% | +59.8% | +210.5% |
| All | +3,178.4% | +6,839.3% | -3,660.9% | +1,803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling