+125.5%
TD vs WING
-35.4%
+161.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -0.7% | -6.0% | +5.4% | -0.4% |
| 3M | +6.3% | -23.5% | +29.7% | +7.7% |
| 6M | +27.9% | -52.0% | +79.9% | +33.1% |
| YTD | +29.8% | -53.8% | +83.6% | +35.0% |
| 1Y | +63.7% | -63.8% | +127.5% | +72.5% |
| 3Y | +128.3% | -30.8% | +159.1% | +121.2% |
| 5Y | +125.5% | -34.3% | +159.8% | +111.6% |
| All | +125.5% | -35.4% | +161.0% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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