+7,930.8%
TD vs WSM
+11,022.0%
-3,091.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.7% |
| 7D | +0.3% | -3.3% | +3.6% | +0.9% |
| 30D | +0.4% | -8.4% | +8.8% | +1.9% |
| 3M | +7.6% | +9.7% | -2.0% | +5.7% |
| 6M | +25.0% | +16.7% | +8.3% | +21.3% |
| YTD | +31.0% | +28.7% | +2.3% | +24.7% |
| 1Y | +65.2% | +13.7% | +51.5% | +60.3% |
| 3Y | +122.5% | +230.1% | -107.6% | +72.3% |
| 5Y | +124.8% | +179.0% | -54.2% | +73.8% |
| 10Y | +298.2% | +1,002.5% | -704.3% | +124.8% |
| All | +7,930.8% | +11,022.0% | -3,091.2% | +2,611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling