+8,128.2%
TD vs WSM
+12,362.0%
-4,233.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +5.2% | +5.1% | +0.1% | +4.2% |
| 3M | +1.2% | +5.1% | -3.9% | +0.2% |
| 6M | +17.7% | +48.6% | -30.8% | +9.5% |
| YTD | +34.2% | +44.2% | -10.0% | +25.2% |
| 1Y | +55.4% | +38.1% | +17.3% | +45.9% |
| 3Y | +130.4% | +257.2% | -126.8% | +76.2% |
| 5Y | +101.8% | +165.1% | -63.3% | +57.7% |
| 10Y | +301.9% | +1,123.6% | -821.7% | +122.8% |
| All | +8,128.2% | +12,362.0% | -4,233.7% | +2,621.1% |
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