+130.4%
TD vs WSM
+260.3%
-129.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +5.2% | +5.1% | +0.1% | +4.6% |
| 3M | +1.2% | +5.1% | -3.9% | +0.6% |
| 6M | +17.7% | +48.6% | -30.8% | +12.2% |
| YTD | +34.2% | +44.2% | -10.0% | +28.3% |
| 1Y | +55.4% | +38.1% | +17.3% | +49.1% |
| 3Y | +130.4% | +257.2% | -126.8% | +86.2% |
| All | +130.4% | +260.3% | -129.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling